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Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)
Garcia, René, (2001)
Asymmetric Smiles, Leverage Effects and Structural Parameters
Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates
Garcia, René, (2009)