Espen Gaarder Haug

Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula

Espen Gaarder Haug, Nassim Nicholas Taleb · Journal of Economic Behavior & Organization · 2010 · 110 citations

Option Pricing, Black-scholes Model, Computational Finance +7

GARCH and volatility swaps

Alireza Javaheri, Paul Wilmott, Espen Gaarder Haug · Quantitative Finance · 2004 · 61 citations

Volatility Modeling, Option Pricing, Multivariate Stochastic Volatility +13

Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula

Espen Gaarder Haug, Nassim Nicholas Taleb · 2008 · 56 citations

Option Pricing, Black-scholes Model, Financial Economics +12

Can the Planck Length Be Found Independent of Big G?

Espen Gaarder Haug · Applied Physics Research · 2017 · 54 citations · Full text

Planck Length, Precision Measurement, Engineering +10

Back to Basics: a new approach to the discrete dividend problem

Espen Gaarder Haug, Jørgen Haug, Alan Lewis · 2003 · 51 citations

Engineering, Discrete Optimization, Operations Research +19