Anchoring-adjusted option pricing models
Hammad Siddiqi
| Year of publication: |
2019
|
|---|---|
| Authors: | Siddiqi, Hammad |
| Subject: | Anchoring-and-adjustment heuristic | Bates model | Black-Scholes model | Heston model | Implied volatility skew | Option pricing puzzles | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2018.1492922 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012180471