Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula
Year of publication: |
2011
|
---|---|
Authors: | Haug, Espen Gaarder ; Taleb, Nassim Nicholas |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 77.2011, 2, p. 97-106
|
Subject: | Optionsgeschäft | Option trading | Hedging | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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