Title of article
Market price of risk specifications for affine models: Theory and evidence
Author/Authors
Patrick Cheridito، نويسنده , , Damir Filipovi?، نويسنده , , Robert L. Kimmel، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
48
From page
123
To page
170
Keywords
Term structure , Market price of risk , Affine yield models , No-arbitrage pricing
Journal title
Journal of Financial Economics
Serial Year
2007
Journal title
Journal of Financial Economics
Record number
257888
Link To Document