Pricing Options Using Implied Trees
Saved in:
Main Authors: | LIM, Kian Guan, Zhi, Da |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2001
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1935 https://ink.library.smu.edu.sg/context/lkcsb_research/article/2934/viewcontent/optiontree.pdf |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Pricing Options Using Implied Trees: Evidence from Ftse-100 Options
by: Lim, Kian Guan, et al.
Published: (2002) -
The Information Content of Implied Co-Volatility and Co-Variance Swap
by: TING, Christopher Hian Ann
Published: (2012) -
Pricing Options Using Implied Trees: Evidence from Ftse-100 Options
by: Lim, Kian Guan, et al.
Published: (2000) -
Pricing Corporate Coupon Bonds
by: LIM, Kian Guan, et al.
Published: (2001) -
A Non-Lattice Pricing Model of American Options under Stochastic Volatility
by: ZHANG, Zhe, et al.
Published: (2006)