Pricing Options Using Implied Trees: Evidence from Ftse-100 Options
نویسندگان
چکیده
of High Performance Computing are gratefully acknowledged. The authors also wish to thank the two referees for their insightful comments that helped to improve the this article in significant ways. MATLAB (a mathematical, financial, and statistical software language) was used for the programming throughout the study. *Correspondence author, School of Business, Singapore Management University, 469 Bukit Timah Road, Singapore 259756; e-mail: [email protected]
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Pricing Options Using Implied Trees:
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