Coarse Thinking and Pricing a Financial Option
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References listed on IDEAS
- Linda Babcock & George Loewenstein, 1997. "Explaining Bargaining Impasse: The Role of Self-Serving Biases," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 109-126, Winter.
- Sendhil Mullainathan & Joshua Schwartzstein & Andrei Shleifer, 2008.
"Coarse Thinking and Persuasion,"
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- Sendhil Mullainathan & Joshua Schwartzstein & Andrei Shleifer, 2006. "Coarse Thinking and Persuasion," NBER Working Papers 12720, National Bureau of Economic Research, Inc.
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More about this item
KeywordsCoarse Thinking; Financial Options; Rational Pricing. Implied Volatility; Implied Volatility Skew; Implied Volatility Smile; Black-Scholes Model;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D00 - Microeconomics - - General - - - General
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