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

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