Discrete-Time Affineℚ Term Structure Models with Generalized Market Prices of Risk.

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Bibliographic Details
Title:	Discrete-Time Affineℚ Term Structure Models with Generalized Market Prices of Risk.
Authors:	Le, Anh, Singleton, Kenneth J., Dai, Qiang
Source:	Review of Financial Studies. May2010, Vol. 23 Issue 5, p2184-2227. 44p. 2 Charts, 7 Graphs.
Database:	Business Source Ultimate

Description
ISSN:	08939454
DOI:	10.1093/rfs/hhq007