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Browsing « Documents du CIREQ » by Author « Garcia, René »

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Asymetrics smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Éric
Issue Date : 2001

Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Éric
Issue Date : 2001

Latent variable models for stochastic discount factors
Garcia, René; Renault, Éric
Issue Date : 2000

Showing results 1 to 3 of 3

 

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