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Kaushik I. Amin
Lehman Brothers
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SCHOLARLY PAPERS
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Scholarly Papers (6)
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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
Stanford University - Graduate School of Business 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 Stanford University - Graduate School of Business
Abstract:
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