Empirical assessment of an intertemporal option pricing model with latent variables

René Garcia, Richard Luger and Eric Renault

Journal of Econometrics, 2003, vol. 116, issue 1-2, 49-83

Date: 2003
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Working Paper: Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables (2001)
Working Paper: Empirical Assessment of an Intertemporal option Pricing Model with Latent variables (2001)
Working Paper: Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:116:y:2003:i:1-2:p:49-83

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