Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?

Alejandro Bernales, Massimo Guidolin

Year of publication:	[2015] ; This version: December, 2015
Authors:	Bernales, Alejandro ; Guidolin, Massimo
Publisher:	Milano, Italy : IGIER, Università Bocconi
Subject:	option pricing \| rational learning \| Bayesian updating \| implied volatility \| predictability \| Volatilität \| Volatility \| Lernprozess \| Learning process \| Optionspreistheorie \| Option pricing theory \| Prognoseverfahren \| Forecasting model \| Bayes-Statistik \| Bayesian inference

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