Option Prices Under Bayesian Learning : Implied Volatility Dynamics and Predictive Densities
Year of publication: |
[2004]
|
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Authors: | Timmermann, Allan |
Other Persons: | Guidolin, Massimo (contributor) |
Publisher: |
[2004]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Economic Dynamics and Control, Vol. 27, pp. 717-769, 2003 Volltext nicht verfügbar |
Classification: | D83 - Search, Learning, Information and Knowledge ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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