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Browsing by Author « Luger, Richard »
Showing results 1 to 5 of 5
| Asymetrics smiles, leverage effects and structural parameters | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001 |
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| Asymmetric Smiles, Leverage Effects and Structural Parameters | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001-01 |
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| Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001-01 |
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| Empirical assessment of an intertemporal option pricing model with latent variables | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001 |
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| Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates | | Garcia, René; Luger, Richard | | Issue Date : 2009-05 |
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Showing results 1 to 5 of 5
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