OPSİYON DUYARLILIK PARAMETRELERİNİN İNCELENMESİNE YÖNELİK BİR ARAŞTIRMA (REVIEW OF OPTION SENSITIVITY PARAMETERS)
Traders of option market prefer to use basic pricing model with few parameters than use new and untested models due to the need and purchasing decisions of hedge transactions. A pricing model with less and reliable parameters is beneficial for option traders in terms of use. Therefore, prices that a...
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| Format: | Article |
| Language: | English |
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Dokuz Eylul University
2012-04-01
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| Series: | Dokuz Eylül Üniversitesi Sosyal Bilimler Enstitüsü Dergisi |
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| Online Access: | http://www.sbe.deu.edu.tr/dergi/cilt14.say%C4%B12/09%20KABAKCI.pdf |