Journal of Financial Markets Vol. 26 2015

Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?

Alejandro Bernales¹; Massimo Guidolin²

¹ University of Chile · ² Bocconi University

DOI

10.1016/j.finmar.2015.10.002

Volume

26

Pages

1-37

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓