Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Massimo Guidolin; Allan Timmermann
| Year of publication: |
2003
|
|---|---|
| Authors: | Guidolin, Massimo ; Timmermann, Allan |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 5, p. 717-769
|
| Subject: | Optionspreistheorie | Option pricing theory | Lernprozess | Learning process | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001719690