The Evolution of Expectations Towards Expiration
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number 199.
Date of creation: 01 Aug 2003
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Option pricing; Volatility; Heterogenous Expectations;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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