The Effects of Different Parameter Estimation Methods on Option Pricing

İltüzer Z., Ekinci C. E., Taş O.

in: The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets, Greg Gregoriou Christian Hoppe Carsten Wehn, Editor, McGraw Hill Higher Education , New York, pp.125-140, 2010

  • Publication Type: Book Chapter / Chapter Research Book
  • Publication Date: 2010
  • Publisher: McGraw Hill Higher Education
  • City: New York
  • Page Numbers: pp.125-140
  • Editors: Greg Gregoriou Christian Hoppe Carsten Wehn, Editor
  • Istanbul Technical University Affiliated: Yes