Espen Gaarder Haug

affiliation not provided to SSRN

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 143

in Total Papers Downloads

59,982

CITATIONS
Rank 30,854

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Top 30,854

in Total Papers Citations

7

Scholarly Papers (5)

1.

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:

Option pricing, put-call parity, delta hedging, Black-Scholes-Merton, Bachelier, Thorp

2.

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:

Monetary System, Electronic Money, Solar Storms, Financial Fragility, Carrington Event

3.

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:

4.

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:

5.

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

Abstract:

Coins, bills, paper money, gold and silver coins, central