Risk Aversion, Intertemporal Substitution, and Option Pricing

René Garcia and Eric Renault

No 98-10, Working Papers from Center for Research in Economics and Statistics

Date: 1998
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Related works:
Working Paper: Risk Aversion, Intertemporal Substitution, and Option Pricing (1998)
Working Paper: Risk Aversion, Intertemporal Substitution, and Option Pricing (1998)
Working Paper: Risk Aversion, Intertemporal Substitution, and Option Pricing (1998)
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