Market price of risk specifications for affine models: Theory and evidence
| Year of publication: |
2007
|
|---|---|
| Authors: | Cheridito, Patrick ; Filipović, Damir ; Kimmel, Robert L. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 83.2007, 1, p. 123-170
|