Empirical assessment of an intertemporal option pricing model with latent variables
Year of publication: |
2000
|
---|---|
Authors: | Garcia, René ; Luger, Richard ; Renault, Eric |
Publisher: |
[Paris] |
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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