Options markets, self-fulfilling prophecies, and implied volatilities (Q375353): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6220915
@@ Property / zbMATH DE Number: 6220915 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Black-Scholes model
@@ Property / zbMATH Keywords: Black-Scholes model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+options
@@ Property / zbMATH Keywords: options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+implied volatility
@@ Property / zbMATH Keywords: implied volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+self-fulfilling prophecy
@@ Property / zbMATH Keywords: self-fulfilling prophecy / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Self-fulfilling prophecies
@@ Property / cites work: Self-fulfilling prophecies / rank @@
+Normal rank
@@ Property / cites work @@
+Incomplete markets and individual risks
@@ Property / cites work: Incomplete markets and individual risks / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q3354424
@@ Property / cites work: Q3354424 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3374309
@@ Property / cites work: Q3374309 / rank @@
+Normal rank
@@ Property / cites work @@
+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:375353