Pages that link to "Item:Q5493852"

The following pages link to IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS (Q5493852):

Displayed 3 items.

• An improved method for pricing and hedging long dated American options (Q323396) ‎ (← links)
• The waterline tree for separable local-volatility models (Q2013448) ‎ (← links)
• On the no-arbitrage condition in option implied trees (Q2519099) ‎ (← links)