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~institution:"Banque de France"
~institution:"Center for Financial Studies"
~institution:"Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong"
~institution:"Université Paris-Dauphine"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~subject:"Anchoring"
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Anchoring
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implied volatility
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Siddiqi, Hammad
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Banque de France
Center for Financial Studies
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
Université Paris-Dauphine
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Explaining the Smile in Currency Options: Is it Anchoring?
Siddiqi, Hammad
-
Volkswirtschaftliche Fakultät, …
-
2015
. Anchoring bias generates the
implied
volatility
smile if investors hold heterogeneous exchange rate expectations. …
Persistent link: https://www.econbiz.de/10011250911
Saved in:
2
Anchoring Heuristic in Option Pricing
Siddiqi, Hammad
-
Volkswirtschaftliche Fakultät, …
-
2015
number of option pricing puzzles including the
implied
volatility
skew, superior historical performance of covered call …
Persistent link: https://www.econbiz.de/10011265678
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