Anchoring-adjusted option pricing models
Year of publication: |
2019
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Authors: | Siddiqi, Hammad |
Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 20.2019, 2, p. 139-153
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Subject: | Anchoring-and-adjustment heuristic | Bates model | Black-Scholes model | Heston model | Implied volatility skew | Option pricing puzzles | Experiment | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell |
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