Pricing Options Using Implied Trees: Evidence from Ftse-100 Options
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
External URL
http://www.nd.edu/~zda/optiontree.pdf
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