The Evolution of Expectations Towards Expiration

Roy van der Weide () and Remco Peters

No 199, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: Option pricing; Volatility; Heterogenous Expectations (search for similar items in EconPapers)
JEL-codes: C12 C50 G13 (search for similar items in EconPapers)
Date: 2003-08-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf3:199

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