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~person:"Luger, Richard"
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Search: subject_exact:"Black-Scholes option pricing model"
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Luger, Richard
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Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614493
Saved in:
2
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
3
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
4
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
5
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
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