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~person:"Garcia, René"
~subject:"Optionspreistheorie"
~subject:"Price discrimination"
~type_genre:"Amtsdruckschrift"
~type_genre:"Sammlung"
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Optionspreistheorie
Price discrimination
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Theory
4
Black-Scholes model
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Option pricing theory
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Garcia, René
Renault, Eric
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Touzi, Nizar
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Scaillet, Olivier
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2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
2
Empirical assessment of an intertemporal option
pricing
model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
3
Risk aversion, intertemporal substitution, and option
pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
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