Option prices under bayesian learning : implied volatility dynamics and predictive densities

Massimo Guidolin and Allan Timmermann

Year of publication:	2001
Authors:	Guidolin, Massimo
Other Persons:	Timmermann, Allan (contributor)
Publisher:	London : Centre for Economic Policy Research
Subject:	Optionspreistheorie \| Option pricing theory \| Lernprozess \| Learning process \| Black-Scholes-Modell \| Black-Scholes model \| Theorie \| Theory

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