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~person:"Hecker, JayEtta Z."
~person:"Kramarz, Francis"
~person:"Renault, Eric"
~person:"Zakoïan, Jean-Michel"
~subject:"Black-Scholes-Modell"
~type_genre:"Government document"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Systematic review"
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Hecker, JayEtta Z.
Kramarz, Francis
Renault, Eric
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1
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
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2
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
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3
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
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