Empirical assessment of an intertemporal option pricing model with latent variables
| Year of publication: |
2003
|
|---|---|
| Authors: | Garcia, Rene ; Luger, Richard ; Renault, Eric |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 116.2003, 1-2, p. 49-83
|
| Publisher: |
Elsevier |