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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=257888
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