Back to Results
First PageMeta Content
Mathematical finance / Options / Volatility smile / Implied volatility / Local volatility / BlackScholes model / Volatility / Stochastic volatility / Valuation of options / Binomial options pricing model / Lattice model


PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI
Add to Reading List

Document Date: 2008-06-18 10:37:34


Open Document

File Size: 191,15 KB

Share Result on Facebook
UPDATE