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Autor:
Abbasi, Wajih, Hájek, Petr, Ismailova, Diana, Yessimzhanova, Saira, Khelifa, Zouhaier Ben, Amonov, Kholnazar
Publikováno v:
Volume: 6, Issue: 4 1918-1929
International Journal of Economics and Financial Issues
International Journal of Economics and Financial Issues
This research focuses on the empirical comparative analysis of three models of option pricing: a) the implied volatility daily calibrated Black-Scholes model, b) the Cox and Ross univariate model with the volatility which is a deterministic and inver
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=tubitakulakb::2c32d0307cb4c100eafb519727753780
https://dergipark.org.tr/tr/pub/ijefi/issue/32045/354739
https://dergipark.org.tr/tr/pub/ijefi/issue/32045/354739
