Discrete-Time AffineQ Term Structure Models with Generalized Market Prices of Risk
| Year of publication: |
2010
|
|---|---|
| Authors: | Le, Anh ; Singleton, Kenneth J. ; Dai, Qiang |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 23.2010, 5 (21.4.), p. 2184-2184
|