Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities
| Year of publication: |
1998-11
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| Authors: | DAVID, ALEXANDER ; VERONESI, PIETRO |
| Institutions: | Center for Research in Security Prices (CRSP), Booth School of Business |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005794779