| Implied volatilities of S&P 100 index with applications to financial market | |
| Zheng, Jin; Zhang, Nan; Xie, Dejun | |
| 2013 | |
| 关键词 | American put option Binomial algorithms Binomial methods Implied volatility Likelihood ratio method Option pricing Trading conditions Volatility smile |
| 卷号 | 7861 LNCS |
| 期号 | [db:dc_citation_issue] |
| DOI | [db:dc_identifier_doi] |
| 页码 | 694-699 |
| 会议录 | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
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| URL标识 | 查看原文 |
| ISSN号 | 0302-9743 |
| WOS记录号 | [DB:DC_IDENTIFIER_WOSID] |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/3307854 |
| 专题 | 西安交通大学 |
| 推荐引用方式 GB/T 7714 | Zheng, Jin,Zhang, Nan,Xie, Dejun. Implied volatilities of S&P 100 index with applications to financial market[C]. 见:. |
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