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

Author

Kian Guan Lim, Singapore Management UniversityFollow
Da Zhi

Publication Type

Conference Paper

Publication Date

12-2000

Discipline

Business

Publication

4th Columbia University-Japanese Association for Financial Engineering and Econometrics Conference on Mathematical Finance and Financial Engineering, Tokyo, Japan

Citation

Lim, Kian Guan and Zhi, Da. Pricing Options Using Implied Trees: Evidence from Ftse-100 Options. (2000). 4th Columbia University-Japanese Association for Financial Engineering and Econometrics Conference on Mathematical Finance and Financial Engineering, Tokyo, Japan.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1934