Yazar "Sarı, M." için listeleme
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A Fréchet derivative-based novel approach to option pricing models in illiquid markets
Gülen, Seda; Sarı, M. (John Wiley and Sons Ltd, 2022)Nonlinear option pricing models have been increasingly concerning in financial industries since they build more accurate values by regarding more realistic assumptions such as transaction cost, market liquidity, or uncertain ... -
A new approach for the black-scholes model with linear and nonlinear volatilities
Gülen, Seda; Popescu, C.; Sarı, M. (MDPI AG, 2019)Since financial engineering problems are of great importance in the academic community, effective methods are still needed to analyze these models. Therefore, this article focuses mainly on capturing the discrete behavior ...