Bilgi YILMAZ,
A. Alper HEKIMOGLU
OPTION PRICING IN EMERGING MARKETS USING PURE JUMP PROCESSES: EXPLICIT CALIBRATION OF BIST30 EUROPEAN OPTION
OPTION PRICING IN EMERGING MARKETS USING PURE JUMP PROCESSES: EXPLICIT CALIBRATION OF BIST30 EUROPEAN OPTION
Journal of Business Economics and Finance
2022-Cilt: 11 - Sayı: 4
161-175
Variance Gamma Process,
Normal Inverse Gaussian Process,
Black-Scholes Model,
Options Pricing,
Calibration
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