Érudit | Dépôt de documents >
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 |
|
Asymmetric Smiles, Leverage Effects and Structural Parameters | Garcia, René; Luger, Richard; Renault, Éric | Issue Date : 2001-01 |
|
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables | Garcia, René; Luger, Richard; Renault, Éric | Issue Date : 2001-01 |
|
Empirical assessment of an intertemporal option pricing model with latent variables | Garcia, René; Luger, Richard; Renault, Éric | Issue Date : 2001 |
|
Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates | Garcia, René; Luger, Richard | Issue Date : 2009-05 |
|
Showing results 1 to 5 of 5
|