Learning, confidence, and option prices (Q494363)

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Learning, confidence, and option prices
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    title
    Learning, confidence, and option prices (English)
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    author
    Ivan Shaliastovich
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    publication date
    1 September 2015
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    zbMATH DE Number
    6477235
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    zbMATH Keywords
    option price
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    jumps
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    recursive utility
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    confidence
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    learning
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    OpenAlex ID
    W3124171706
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