Maintenance Infos

Browse by Creators

Navigate back| Up a level
Export as
Number of items: 2.

Calvet, Laurent; Fearnley, Marcus; Fisher, Adlai; Leippold, Markus (2015). What is beneath the surface? Option pricing with multifrequency latent states. Journal of Econometrics, 187(2):498-511.

Calvet, Laurent; Fisher, Adlai; Leippold, Markus (2013). What's Beneath the Surface? Option Pricing with Multifrequency Latent States. HEC Paris Research Paper 969/2013, University of Zurich.

This list was generated on Fri Sep 21 00:19:13 2018 CEST.