Pricing options using implied trees: evidence from FTSE-100 options
Kian Guan Lim; Da Zhi
| Year of publication: |
2002
|
|---|---|
| Authors: | Lim, Kian-Guan ; Zhi, Da |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 7, p. 601-626
|
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Index-Futures | Index futures | Schätzung | Estimation | Großbritannien | United Kingdom |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001678534