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~isPartOf:"Applied economics letters"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Akdeniz, Levent"
~person:"Tian, Yisong Sam"
~type_genre:"Aufsatz in Zeitschrift"
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Tian, Yisong Sam
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Applied economics letters
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
4
Advances in futures and options research : a research annual
2
Journal of financial economics
2
Applied mathematical finance
1
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International journal of financial engineering
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ECONIS (ZBW)
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1
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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2
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
Saved in:
3
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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4
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
Saved in:
5
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
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