Empirical assessment of an intertemporal option pricing model with latent variables
René Garcia, Richard Luger and Eric Renault
| Year of publication: |
2001
|
|---|---|
| Authors: | Garcia, René ; Luger, Richard ; Renault, Eric |
| Publisher: |
Montréal, QC |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | 36 S |
|---|---|
| Series: | Cahier / Département de Sciences Économiques, Université de Montréal. - Montréal, ISSN 0709-9231, ZDB-ID 2550013-2. - Vol. 2001,10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache Internetausg.: http://www.fas.umontreal.ca/sceco/dept/profs/publications/electrotext/2001text/2000-10_cah.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001614493