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Browsing « Documents du CIREQ » by Author « Renault, Éric »

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Showing results 1 to 4 of 4
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

Nonparametric instrumental regression
Darolles, Serge; Florens, Jean-Pierre; Renault, Éric
Issue Date : 2002

Showing results 1 to 4 of 4

 

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