AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS

AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS

Bjørn Eraker, Ivan Shaliastovich
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Volume:
18
Year:
2008
Language:
english
Pages:
25
DOI:
10.1111/j.1467-9965.2008.00346.x
File:
PDF, 760 KB
english, 2008
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