Treffer 1 - 3 von 3 für Suche 'Yalçın Sarol', Suchdauer: 0,34s Treffer weiter einschränken
  1. 1
    Valuation of American Equity Options with Quadratic Approximation Models Adopting Fractional Brownian Motion

    Valuation of American Equity Options with Quadratic Approximation Models Adopting Fractional Brownian Motion von Sang Woo Heo, Yalçın Sarol, Jun Gyu Kang


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  2. 2
    Valuation of NDX Index Call Options with Fractional Black-Scholes Model

    Valuation of NDX Index Call Options with Fractional Black-Scholes Model von Sangwoo Heo, Joon Park, Yalçın Sarol


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  3. 3
    Portfolio optimization with consumption in a fractional Black-Scholes market

    Portfolio optimization with consumption in a fractional Black-Scholes market von Sarol, Yalçin, Viens, Frederi G, Zhang, Tao


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