Yeliz Yolcu-Okur

Middle Eastern Technical University Ankara

Ankara

Turkey

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Scholarly Papers (1)

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Computation of the Delta of European Options Under Stochastic Volatility Models

Number of pages: 19 Posted: 02 Dec 2016
Yeliz Yolcu-Okur, Tilman Sayer, Bilgi Yilmaz and B. Alper Inkaya
Middle Eastern Technical University Ankara, Advanced Logic Analytics, Middle Eastern Technical University Ankara and Middle Eastern Technical University Ankara
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Abstract:

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Greeks, Malliavin calculus, Stochastic volatility