Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
Kaushik I. Amin
Lehman Brothers
9th Floor
New York, NY 10013
United States
Contact
Lehman Brothers
Email
Tel: 212-526-8883
Fax: 212-212 528-6187
Learn more about SSRN Profiles
SCHOLARLY PAPERS
6
DOWNLOADS
0
SSRN CITATIONS
0
CROSSREF CITATIONS
0
Feedback
Scholarly Papers (6)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
Discrete-Time Valuation of American Options with Stochastic Interest Rates
Posted: 26 Oct 1999
Kaushik I. Amin and
James N. Bodurtha
Lehman Brothers and Georgetown University - Department of Finance
Abstract:
2.
Option Trading and Earnings News Dissemination
Posted: 10 Sep 1999
Charles M.C. Lee
and Kaushik I. Amin
Foster School of Business, University of Washington and Lehman Brothers
Abstract:
3.
Option Pricing Trees
JOURNAL OF DERIVATIVES Vol 2 No 4
Posted: 10 Oct 1998
Kaushik I. Amin
Lehman Brothers
Abstract:
4.
Heath, Jarrow and Morton Implied Volatility Functions and Conditional Heteroskedasticity Models: Information in Eurodollar Futures Options
Posted: 25 Aug 1998
Kaushik I. Amin and
Victor K. Ng
Lehman Brothers and International Monetary Fund (IMF) - Research Department
Abstract:
5.
Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach
REVIEW OF FINANCIAL STUDIES, Vol. 10 No. 2
Posted: 27 Feb 1997
Kaushik I. Amin and
Victor K. Ng
Lehman Brothers and International Monetary Fund (IMF) - Research Department
Abstract:
6.
Option Trading, Price Discovery, and Earnings News Dissemination
Posted: 19 Feb 1997
Kaushik I. Amin and
Charles M.C. Lee
Lehman Brothers and Foster School of Business, University of Washington
Abstract:
Feedback