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Results 1-1 of 1 (Search time: 0.003 seconds).
What does the market price of risk tell us in the single factor interest rate model?
Rhee, Joonhee
; Kim, Yoon Tae
Article
Issue Date
2008
Citation
JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.37, no.3, pp.249 - 257
Publisher
KOREAN STATISTICAL SOC
1
Discover
Author
Kim, Yoon Tae
1
Subject
AFFINE MODELS
1
Levy process
1
market price of risk
1
PREMIA
1
TERM STRUCTURE
1
Date Issued
2008
1
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Article
1
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Journal of the Korean Statistical...
1
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