Author Page for Espen Gaarder Haug

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Option Traders Use (very) Sophisticated Heuristics, Never the Black–Scholes–Merton Formula

Journal of Economic Behavior and Organization, Vol. 77, No. 2, 2011

Number of pages: 11 Posted: 11 Sep 2007 Last Revised: 16 Nov 2012

Espen Gaarder Haug and Nassim Nicholas Taleb

affiliation not provided to SSRN and NYU-Tandon School of Engineering

Downloads 51,709 (10)

Citation 7

Abstract:

When Will God Destroy Our Money?

Number of pages: 13 Posted: 18 Apr 2010

Espen Gaarder Haug

affiliation not provided to SSRN

Downloads 1,502 (7,728)

Abstract:

Closed Form Valuation of American Barrier Options

Tempus Financial Engineering No. 4/98

Number of pages: 5 Posted: 23 Mar 1999

Espen Gaarder Haug

affiliation not provided to SSRN

Downloads 1,475 (8,668)

Abstract:

Barrier Put-Call Transformations

TFE Number 3/97

Number of pages: 9 Posted: 25 Feb 1999

Espen Gaarder Haug

affiliation not provided to SSRN

Downloads 1,368 (9,796)

Abstract:

Options Embedded in Physical Money

Posted: 09 Dec 2008 Last Revised: 24 Mar 2009

Espen Gaarder Haug and John Stevenson

affiliation not provided to SSRN and affiliation not provided to SSRN

Espen Gaarder Haug

affiliation not provided to SSRN

5

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7

Scholarly Papers (5)

Option Traders Use (very) Sophisticated Heuristics, Never the Black–Scholes–Merton Formula

Abstract:

When Will God Destroy Our Money?

Abstract:

Closed Form Valuation of American Barrier Options

Abstract:

Barrier Put-Call Transformations

Abstract:

Options Embedded in Physical Money

Abstract:

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