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~subject:"Anchoring"
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Anchoring
Volatilität
694
Volatility
682
Implied volatility
383
Optionspreistheorie
356
Option pricing theory
350
implied volatility
338
Optionsgeschäft
236
Option trading
235
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Theorie
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Implied Volatility
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realized volatility
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Siddiqi, Hammad
2
Mihaylov, Mihail
1
Ormos, Mihály
1
Timotity, Dusan
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Economic systems
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1
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
Saved in:
3
Unravelling the asymmetric volatility puzzle : a novel explanation of volatility through anchoring
Ormos, Mihály
;
Timotity, Dusan
- In:
Economic systems
40
(
2016
)
3
,
pp. 345-354
Persistent link: https://www.econbiz.de/10011668410
Saved in:
4
Determinants of loan interest rates in a country with a currency board : evidence from Bulgaria
Mihaylov, Mihail
- In:
Economic systems
40
(
2016
)
3
,
pp. 355-372
Persistent link: https://www.econbiz.de/10011668418
Saved in:
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