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Asymmetic smiles, leverage effects and structural parameters
Garcia, René
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Luger, Richard
;
Renault, Eric
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2000
Persistent link: https://www.econbiz.de/10001549285
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Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
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Luger, Richard
;
Renault, Eric
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2000
Persistent link: https://www.econbiz.de/10001549287
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Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
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2000
Persistent link: https://www.econbiz.de/10001488010
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Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
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1998
Persistent link: https://www.econbiz.de/10000984192
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