Option Prices Under Bayesian Learning : Implied Volatility Dynamics and Predictive Densities
Year of publication: |
[2006]
|
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Authors: | Guidolin, Massimo |
Other Persons: | Timmermann, Allan (contributor) |
Publisher: |
[2006]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (58 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.264655 [DOI] |
Classification: | G12 - Asset Pricing ; D83 - Search, Learning, Information and Knowledge |
Source: | ECONIS - Online Catalogue of the ZBW |
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