True Stochastic Volatility and Generalized Affine Models of the Term Structure
| Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert |
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| Institutions: | Carnegie Mellon University, Tepper School of Business |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 2000-E38 |
| Source: |
Persistent link: https://www.econbiz.de/10005102267