Learning, Confidence, and Option Prices
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Publisher
Elsevier BV
Reference93 articles.
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2. Modeling Financial Contagion Using Mutually Exciting Jump Processes
3. Analyzing the spectrum of asset returns: Jump and volatility components in high frequency data;Y Ait-Sahalia;Journal of Economic Literature,2012
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Cited by 10 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Learning and Forecasts about Option Returns through the Volatility Risk Premium;SSRN Electronic Journal;2017
2. Stochastic Skewness and Index Option Returns;SSRN Electronic Journal;2015
3. Risk Adjustment and the Temporal Resolution of Uncertainty: Evidence from Options Markets;SSRN Electronic Journal;2014
4. Learning How to Smile: Can Rational Learning Explain the Predictable Dynamics in the Implied Volatility Surface?;SSRN Electronic Journal;2013
5. When Does Cyclical Investing Pay Off? The Impact of Information Quality in Equilibrium;SSRN Electronic Journal;2012
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