Risk aversion, intertemporal substitution, and option pricing

R. Garcia ; E. Renault

Year of publication:	1998
Authors:	Garcia, René ; Renault, Eric
Publisher:	[Paris]
Subject:	Optionspreistheorie \| Option pricing theory \| Markov-Kette \| Markov chain \| Black-Scholes-Modell \| Black-Scholes model \| Volatilität \| Volatility \| Theorie \| Theory

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