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Search: subject:"Option pricing puzzles"
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Anchoring
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Anchoring-and-adjustment heuristic
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Siddiqi, Hammad
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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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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Anchoring-adjusted option pricing models
Siddiqi, Hammad
- In:
The journal of behavioral finance : a publication of …
20
(
2019
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10012180471
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