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Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities

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  • ALEXANDER DAVID
  • PIETRO VERONESI

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  • Alexander David & Pietro Veronesi, 1998. "Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities," CRSP working papers 485, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
    • Handle: RePEc:wop:chispw:485
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    File URL: http://gsbwww.uchicago.edu/fac/finance/papers/optionDavid.pdf
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