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. |
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| 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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