Narrow search
Showing 1 - 10 of 19
Cover Image
Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://www.econbiz.de/10000984192
Cover Image
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Cover Image
Asymmetic smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001549285
Cover Image
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
Cover Image
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
Cover Image
Asymmetric smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2001
Persistent link: https://www.econbiz.de/10001614502
Cover Image
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
Cover Image
Viewpoint: option prices, preferences, and state variables
Garcia, René; Luger, Richard; Renault, Eric - In: The Canadian journal of economics 38 (2005) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10002654852
Cover Image
The econometrics of option pricing
Garcia, René; Ghysels, Eric; Renault, Eric - 2010
Persistent link: https://www.econbiz.de/10003900680
Cover Image
Option prices, preferences, and state variables
Garcia, René (contributor); Luger, Richard (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002750617