The performance of skewness and kurtosis adjusted option pricing model in emerging markets : a case of Turkish derivatives market
Özge Sezgin Alp (Baskent University, Department of Accounting and Finance)
| Year of publication: |
2016
|
|---|---|
| Authors: | Alp, Ozge Sezgin |
| Published in: |
International journal of finance & banking studies : JJFBS. - Istanbul : [Verlag nicht ermittelbar], ISSN 2147-4486, ZDB-ID 2724514-7. - Vol. 5.2016, 3, p. 70-84
|
| Subject: | Black Scholes pricing Formula | Carrado-Su pricing Formula | Implied Parameters | Optionspreistheorie | Option pricing theory | Schwellenländer | Emerging economies | Black-Scholes-Modell | Black-Scholes model | Türkei | Turkey | Derivat | Derivative | Volatilität | Volatility | CAPM |