SYSTEM, METHOD, AND COMPUTER PROGRAM PRODUCT FOR USE OF LATTICES IN VALUING OPTIONS - Patent 1226534

(19)

(11)

EP 1 226 534 A2

(12)

(88)	Date of publication A3:
	01.11.2001

(43)	Date of publication:
	31.07.2002 Bulletin 2002/31

(21)	Application number: 00949845.2

(22)	Date of filing: 14.08.2000

(51)	International Patent Classification (IPC)⁷: G06F 17/60

(86)	International application number:
	PCT/IB0001/120

(87)	International publication number:
	WO 0122/306 (29.03.2001 Gazette 2001/13)

(84)	Designated Contracting States:
	AT BE CH CY DE DK ES FI FR GB GR IE IT LI LU MC NL PT SE
	Designated Extension States:
	AL LT LV MK RO SI

(71)	Applicant: Ayache, Elie
	75005 Paris (FR)

(72)	Inventor:
	Ayache, Elie 75005 Paris (FR)

(74)	Representative: Beresford, Keith Denis Lewis et al
	BERESFORD & Co.2-5 Warwick Court,High Holborn London WC1R 5DH London WC1R 5DH (GB)

(54)	SYSTEM, METHOD, AND COMPUTER PROGRAM PRODUCT FOR USE OF LATTICES IN VALUING OPTIONS