Asymmetic smiles, leverage effects and structural parameters

R. Garcia ; R. Luger ; E. Renault

Year of publication:	2000
Authors:	Garcia, René ; Luger, Richard ; Renault, Eric
Publisher:	[Paris]
Subject:	Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process \| Black-Scholes-Modell \| Black-Scholes model \| Theorie \| Theory

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