Work

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

Year: 2010

Type: article

Source: Journal of Economic Behavior & Organization

DOI: 10.1016/j.jebo.2010.09.013

Authors: Espen Gaarder Haug, Nassim Nicholas Taleb

Institution: New York University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2401036758

FWCI: 13.93

Cites: 47

Cited by: 108

Related to: 10