Empirical assessment of an intertemporal option pricing model with latent variables

Author: Garcia R.   Luger R.   Renault E.  

Publisher: Elsevier

ISSN: 0304-4076

Source: Journal of Econometrics, Vol.116, Iss.1, 2003-09, pp. : 49-83

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract