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

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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
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 49779650
AccessLevel: 2
PubType: Academic Journal
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  Data: Discrete-Time Affineℚ Term Structure Models with Generalized Market Prices of Risk.
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  Data: <searchLink fieldCode="AR" term="%22Le%2C+Anh%22">Le, Anh</searchLink><br /><searchLink fieldCode="AR" term="%22Singleton%2C+Kenneth+J%2E%22">Singleton, Kenneth J.</searchLink><br /><searchLink fieldCode="AR" term="%22Dai%2C+Qiang%22">Dai, Qiang</searchLink>
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  Data: <searchLink fieldCode="JN" term="%22Review+of+Financial+Studies%22">Review of Financial Studies</searchLink>. May2010, Vol. 23 Issue 5, p2184-2227. 44p. 2 Charts, 7 Graphs.
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        Value: 10.1093/rfs/hhq007
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        Text: English
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        PageCount: 44
        StartPage: 2184
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      – TitleFull: Discrete-Time Affineℚ Term Structure Models with Generalized Market Prices of Risk.
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              Text: May2010
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