Option prices under Bayesian learning: implied volatility dynamics and predictive densities
| Year of publication: |
2003
|
|---|---|
| Authors: | Guidolin, Massimo ; Timmermann, Allan |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 5, p. 717-769
|
| Publisher: |
Elsevier |