Open AccessOption Prices with Uncertain Fundamentals Theory and Evidence on the Dynamics of Implied Volatilities
Author(s) -
Alexander David,
Pietro Veronesi
Publication year - 1999
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.1999.47
Subject(s) - economics , econometrics , stochastic volatility , volatility smile , volatility (finance) , implied volatility , valuation of options , incomplete markets , covariance , financial economics , mathematics , microeconomics , statistics