Pricing Options Using Implied Trees: Evidence from Ftse-100 Options
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Main Authors: | Lim, Kian Guan, Zhi, Da |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2000
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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 |
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