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Browsing « Cahiers scientifiques » by Author « Luger, Richard »
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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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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 3 of 3
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