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Statistical inference for random variance option pricing
Pastorello, Sergio; Renault, Eric; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000984169
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Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://www.econbiz.de/10000984192
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Econometric models of option pricing errors
Renault, Eric - 1997
Persistent link: https://www.econbiz.de/10001328730
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Stochastic volatility
Ghysels, Eric - 1996
Persistent link: https://www.econbiz.de/10001320263
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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
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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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The econometrics of option pricing
Garcia, René; Ghysels, Eric; Renault, Eric - 2010
Persistent link: https://www.econbiz.de/10003900680