Market price of risk specifications for affine models: theory and evidence

Patrick Cheridito, Damir Filipovic, Robert L. Kimmel

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Forschung › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	123 - 170
Fachzeitschrift	Journal of Financial Economics
Jahrgang	83
Ausgabenummer	1
Publikationsstatus	Veröffentlicht - 1 Feb. 2007

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@article{02795dc3d9204be4958f50000873df0c,

title = "Market price of risk specifications for affine models: theory and evidence",

author = "Patrick Cheridito and Damir Filipovic and Kimmel, {Robert L.}",

year = "2007",

month = feb,

day = "1",

language = "English",

volume = "83",

pages = "123 -- 170",

journal = "Journal of Financial Economics",

issn = "0304-405X",

publisher = "Elsevier",

number = "1",

}