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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.

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