On Performativity: Option Theory and the Resistance of Financial Phenomena
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- Nicolas Brisset, 2017. "Models as Speech Acts: The Telling Case of Financial Models," GREDEG Working Papers 2017-25, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
More about this item
KeywordsPerformativity; Black-Scholes-Merton; Self-fulfillment;
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
- B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-10-16 (All new papers)
- NEP-HIS-2016-10-16 (Business, Economic & Financial History)
- NEP-HME-2016-10-16 (Heterodox Microeconomics)
- NEP-HPE-2016-10-16 (History & Philosophy of Economics)
- NEP-PKE-2016-10-16 (Post Keynesian Economics)
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