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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of futures markets"
~person:"Lim, Kian-Guan"
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Lim, Kian-Guan
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International review of economics & finance : IREF
The journal of futures markets
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A non-lattice pricing model of American options under stochastic volatility
Zhang, Zhe
;
Lim, Kian-Guan
- In:
The journal of futures markets
26
(
2006
)
5
,
pp. 417-448
Persistent link: https://www.econbiz.de/10003309332
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2
Pricing American options with stochastic volatility : evidence from S&P 500 futures options
Lim, Kian-Guan
;
Guo, Xiaoqiang
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 625-659
Persistent link: https://www.econbiz.de/10001523740
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