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

First Page		Document Content
Date: 2008-06-18 10:37:34 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 Source URL: www3.nd.edu Download Document from Source Website File Size: 191,15 KB Share Document on Facebook

	1 Draft: Life insurance mathematics in discrete time Tom Fischer Darmstadt University of Technology, Germany DocID: 1pQlD - View Document
	THE BINOMIAL OPTION PRICING MODEL The Binomial Option Pricing Model The authors consider the case of option pricing for a binomial process—the first in a series of articles in Financial Engineering. by Simon Benninga DocID: 1pvZq - View Document
	PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI DocID: 1oXGF - View Document
	B I N O M I A L O P T I O N P R I C I N G, T H E B L A C K-S C H O L E S O P T I O N P R I C I N G F O R M U L A, A N D E X O T I C O P T I O N S Binomial Option Pricing, the Black-Scholes Option Pricing Formula, and Ex DocID: 1oJyq - View Document
	Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning∗ Jianqing Fana a Loriano Mancinib DocID: 1oFVd - View Document