Impact of divergent consumer confidence on option prices
type: Item
instance of: scholarly article
title: Impact of divergent consumer confidence on option prices
zbMATH Open document ID: 1059.91041
author: James Huang
published in: Review of Derivatives Research
publication date: 2004-01-06T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B42
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 2022000
zbMATH Keywords: mispricing of options
zbMATH Keywords: heterogeneous preferences
zbMATH Keywords: heterogeneous beliefs
zbMATH Keywords: Black-Scholes model
MaRDI profile type: Publication
full work available at URL: s11147-004-4809-1
OpenAlex ID: W1972588403
cites work: Q4035100
cites work: Q4218381
cites work: A theory of the term structure of interest rates
cites work: Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
cites work: Pricing Interest-Rate-Derivative Securities
cites work: Estimating the dimension of a model
DOI: 10.1007/S11147-004-4809-1
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description: scientific article; zbMATH DE number 2022000