211624
Here , essentially , the PDE is expressed in a discretized form , using finite difference s , and the evolution in the option price is then modelled using a lattice with corresponding dimension s ; time runs from 0 to maturity and price runs from 0 to a " high " value , such that the option is deeply in or out of the money .
 None
Given options, please tell me the categories of all the listed entity words.Output format is "type1: word1; type2: word2". 
Option: location, person, organization 
Text: {0} 
 Entities:  
Answer:
 None