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REVEALING THE MARKET PRICE OF RISK FROM THE SHORTâTERM RATE PROCESS
GEORGEV, GEORGI, (2002)
Indeterminacy and volatility of exchange rates under imperfect currency substitution
Mahdavi, Mahnaz, (1996)
Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein, (2004)