Learning, confidence, and option prices
Ivan Shaliastovich (The Wharton School, University of Pennsylvania, Philadelphia, PA, United States)
| Year of publication: |
July 2015
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|---|---|
| Authors: | Shaliastovich, Ivan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 18-42
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| Subject: | Option price | Jumps | Recursive utility | Confidence | Learning | Optionspreistheorie | Option pricing theory | Lernprozess | Learning process | Vertrauen | Lernen | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011498730