Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables
Year of publication: |
2000
|
---|---|
Authors: | Garcia, René ; Luger, Richard ; Renault, Eric |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
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