@unpublished{publication-8836, author={Calvet, Laurent E and Fisher, Adlai J and Leippold, Markus}, doi={10.1016/j.jeconom.2015.02.034}, institution={University of Zurich}, number={969/2013}, series={HEC Paris Research Paper}, title={What's Beneath the Surface? Option Pricing with Multifrequency Latent States}, year=2013, }