The simplest lattice model is the binomial options pricing model; the standard ("canonical") method is that proposed by Cox, Ross and Rubinstein (CRR) in 1979; see diagram for formulae. Over 20 other methods have been developed, with each "derived under a variety of assumptions" as regards the development of the underlying's price. In the limit, as the number of time-steps increases, these converge to the Log-normal distribution, and hence produce the "same" option price as Black-Scholes: to achieve this, these will variously seek to agree with the underlying's central moments, raw moments and / or log-moments at each time-step, as measured discretely. Further enhancements are designed to achieve stability relative to Black-Scholes as the number of time-steps changes. More recent models, in fact, are designed around direct convergence to Black-Scholes.