Market price of risk specifications for affine models:...

Market price of risk specifications for affine models: Theory and evidence

Patrick Cheridito, Damir Filipović, Robert L. Kimmel
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Volume:
83
Year:
2007
Language:
english
Pages:
48
DOI:
10.1016/j.jfineco.2005.09.008
File:
PDF, 394 KB
english, 2007
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