Market price of risk specifications for affine models : theory and evidence
Patrick Cheridito; Damir Filipović; Robert L. Kimmel
| Year of publication: |
2007
|
|---|---|
| Authors: | Cheridito, Patrick ; Filipović, Damir ; Kimmel, Robert |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 83.2007, 1, p. 123-170
|
| Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003410381