مرکز منطقه ای اطلاع رساني علوم و فناوري - Option prices under Bayesian learning: implied volatility dynamics and predictive densities

Title of article :

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

Author/Authors :

Massimo Guidolin، نويسنده , , Allan Timmermann، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

717

To page :

769

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2003

Journal title :

Journal of Economic Dynamics and Control

Record number :

238333

Link To Document :