Pricing Options Using Implied Trees: Evidence from Ftse-100 Options

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Bibliographic Details
Main Authors: Lim, Kian Guan, Zhi, Da
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2000
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/1934
https://www.nd.edu/~zda/optiontree.pdf
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Institution: Singapore Management University
Language: English