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Extracting risk-neutral density and its moments from American option prices
Tian, Yisong Sam - In: The journal of derivatives : the official publication … 18 (2011) 3, pp. 17-34
Persistent link: https://www.econbiz.de/10008986624
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Implied binomial trees with cubic spline smoothing
Tian, Yisong Sam - In: The journal of derivatives : the official publication … 22 (2015) 3, pp. 40-55
Persistent link: https://www.econbiz.de/10011399677
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Pricing complex barrier options under general diffusion processes
Tian, Yisong Sam - In: The journal of derivatives : the official publication … 7 (2000) 2, pp. 11-30
Persistent link: https://www.econbiz.de/10001497762
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Do time-varying betas help in asset pricing? : evidence from Borsa Istanbul
Yayvak, Berk; Akdeniz, Levent; Altay-Salih, Aslihan - In: Emerging markets finance & trade : a journal of the … 51 (2015) 4, pp. 747-756
Persistent link: https://www.econbiz.de/10011404562
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The effect of tax regulation on firm value : the Turkish case of Allowance for Corporate Equity (ACE) regulation
Ozdamar, Melisa; Tanyeri, Basak; Akdeniz, Levent - In: Applied economics letters 28 (2021) 4, pp. 264-268
Persistent link: https://www.econbiz.de/10012484959