The leverage effect puzzle revisited: identification in discrete time (Q2190223): Difference between revisions

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+Efficient estimation of general dynamic models with a continuum of moment conditions
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+GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
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+THE GARCH OPTION PRICING MODEL
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Maximization by parts in extremum estimation
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+Two singular diffusion problems
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+Efficient Derivative Pricing by the Extended Method of Moments
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+Empirical assessment of an intertemporal option pricing model with latent variables.
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+A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Temporal aggregation of volatility models
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+Inference for Continuous Semimartingales Observed at High Frequency
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+OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
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+Contingent Claims and Market Completeness in a Stochastic Volatility Model
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