Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula-Reference-Cited by-同舟云学术

Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula

Published:2011-02 Issue:2 Volume:77 Page:97-106
ISSN:0167-2681
Container-title:Journal of Economic Behavior & Organization
language:en
Short-container-title:Journal of Economic Behavior & Organization

Author:

Haug Espen Gaarder,Taleb Nassim Nicholas

Publisher

Elsevier BV

Subject

Organizational Behavior and Human Resource Management,Economics and Econometrics

Reference61 articles.

1. Option Writing and Hedging Strategies;Auster,1975

2. Theory of speculation;Bachelier,1900

3. The English Wool Market c. 1230–1323;Bell,2007

4. More Profit and Less Risk: Convertible Securities and Warrants. Written and Edited by the Publisher and Editors of The Value Line Convertible Survey;Bernhard,1970

5. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

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