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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~subject:"Lernprozess"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo
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Timmermann, Allan
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2001
Persistent link: https://www.econbiz.de/10001629123
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