Espen Gaarder Haug

Espen Gaarder Haug

Norwegian University of Life Sciences - Ås / Norway
Natural Sciences / Biological Science
AD Scientific Index ID: 1801189
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person_outline Espen Gaarder Haug's MOST POPULAR ARTICLES
1-) The complete guide to option pricing formulas (No Title), 2007
2-) Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula Journal of Economic Behavior & Organization 77 (2), 97-106, 2011
3-) GARCH and volatility swaps Quantitative Finance 4 (5), 589-595, 2004
4-) Derivatives: Models on models John Wiley & Sons, 2013
5-) Back to basics: a new approach to the discrete dividend problem Wilmott magazine 9, 37-47, 2003