Kaushik I. Amin

Lehman Brothers

9th Floor

New York, NY 10013

United States

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SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

Discrete-Time Valuation of American Options with Stochastic Interest Rates

REVIEW OF FINANCIAL STUDIES, Vol 7 No 4, 1994
Posted: 26 Oct 1999
Kaushik I. Amin and James N. Bodurtha
Lehman Brothers and Georgetown University - Department of Finance

Abstract:

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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

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3.

Option Pricing Trees

JOURNAL OF DERIVATIVES Vol 2 No 4
Posted: 10 Oct 1998
Kaushik I. Amin
Lehman Brothers

Abstract:

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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:

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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:

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6.

Option Trading, Price Discovery, and Earnings News Dissemination

CONTEMPORARY ACCOUNTING RESEARCH, Vol 14, No 2, Summer 1997
Posted: 19 Feb 1997
Kaushik I. Amin and Charles M.C. Lee
Lehman Brothers and Stanford University - Graduate School of Business

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