Impact of divergent consumer confidence on option prices

Review of Derivatives Research

Volumn 6, Issue 3, 2003, Pages 165-177

  Huang, James ^a  

^a LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Black Scholes model; Consumer confidence; Heterogeneous beliefs; Heterogeneous preferences; Mispricing of options

Indexed keywords

EID: 3943081342     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:REDR.0000004822.47039.bc     Document Type: Article

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