Thinking by analogy, systematic risk, and option prices
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KeywordsCoarse Thinking; Option Pricing; Implied Volatility; Implied Volatility Skew; Systematic Risk; Investor Sentiment; Implied Volatility Term Structure;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-18 (All new papers)
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