Empirical assessment of an intertemporal option pricing model with latent variables
| Year of publication: |
2003
|
|---|---|
| Authors: | Garcia, René ; Luger, Richard ; Renault, Eric |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 116.2003, 1, p. 49-84
|