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Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula
Haug, Espen Gaarder; Taleb, Nassim Nicholas - In: Journal of economic behavior & organization : JEBO 77 (2011) 2, pp. 97-106
Persistent link: https://www.econbiz.de/10009244114
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Closed form valuation of American barrier options
Haug, Espen Gaarder - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 355-359
Persistent link: https://www.econbiz.de/10001578752
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Asian options with zero cost-of-carry : EEX options on freight and iron ore futures
Haug, Espen Gaarder - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 191-195
Persistent link: https://www.econbiz.de/10012587830
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Unique option pricing measure with neither dynamic hedging nor complete markets
Taleb, Nassim Nicholas - In: European financial management : the journal of the … 21 (2015) 2, pp. 228-235
Persistent link: https://www.econbiz.de/10010516685