Option pricing model with sentiment
Chunpeng Yang, Bin Gao, Jianlei Yang
| Year of publication: |
July 2016
|
|---|---|
| Authors: | Yang, Chunpeng ; Gao, Bin ; Yang, Jianlei |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 19.2016, 2, p. 147-164
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| Subject: | Stock sentiment | Option sentiment | Option pricing model | Option price bubbles | Option volatility smile | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Spekulationsblase | Bubbles | Anlageverhalten | Behavioural finance | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-015-9118-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011927963