Asymmetric Smiles, Leverage Effects and Structural Parameters

René Garcia, Richard Luger and Eric Renault

No 2000-57, Working Papers from Center for Research in Economics and Statistics

Date: 2000
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Related works:
Working Paper: Asymmetric Smiles, Leverage Effects and Structural Parameters (2001)
Working Paper: Asymmetric Smiles, Leverage Effects and Structural Parameters (2001)
Working Paper: Asymmetric Smiles, Leverage Effects and Structural Parameters (2001)
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