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Allan, Timmermann ; Massimo, Guidolin. (2001) Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities.
In: CEPR Discussion Papers. RePEc:cpr:ceprdp:3005.

Full description at Econpapers

cites:

[21] Guidolin M., Timmermann, A., 2001. Asset prices in a binomial lattice equilibrium model with rational learning. Mimeo, University of California San Diego and University of Virginia.

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