The Evolution of Expectations Towards Expiration
| Year of publication: |
2003-08-01
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|---|---|
| Authors: | Weide, Roy van der ; Peters, Remco |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Option pricing | Volatility | Heterogenous Expectations |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 199 |
| Classification: | C12 - Hypothesis Testing ; C50 - Econometric Modeling. General ; G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005345665