Pricing Options Using Implied Trees: Evidence from Ftse-100 Options
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Institutional Knowledge at Singapore Management University
2000
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sg-smu-ink.lkcsb_research-29332010-09-23T12:30:04Z Pricing Options Using Implied Trees: Evidence from Ftse-100 Options Lim, Kian Guan Zhi, Da 2000-12-01T08:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/1934 https://www.nd.edu/~zda/optiontree.pdf Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Business |
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Singapore Management University |
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SMU Libraries |
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Asia |
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Singapore Singapore |
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English |
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Business |
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Business Lim, Kian Guan Zhi, Da Pricing Options Using Implied Trees: Evidence from Ftse-100 Options |
| format |
text |
| author |
Lim, Kian Guan Zhi, Da |
| author_facet |
Lim, Kian Guan Zhi, Da |
| author_sort |
Lim, Kian Guan |
| title |
Pricing Options Using Implied Trees: Evidence from Ftse-100 Options |
| title_short |
Pricing Options Using Implied Trees: Evidence from Ftse-100 Options |
| title_full |
Pricing Options Using Implied Trees: Evidence from Ftse-100 Options |
| title_fullStr |
Pricing Options Using Implied Trees: Evidence from Ftse-100 Options |
| title_full_unstemmed |
Pricing Options Using Implied Trees: Evidence from Ftse-100 Options |
| title_sort |
pricing options using implied trees: evidence from ftse-100 options |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2000 |
| url |
https://ink.library.smu.edu.sg/lkcsb_research/1934 https://www.nd.edu/~zda/optiontree.pdf |
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1770570070836117504 |