Discrete-Time Affine^ℚTerm Structure Models with Generalized Market Prices of Risk Academic Article

authors

publication date

March 4, 2010

published in

Review of Financial Studies Journal

Digital Object Identifier (DOI)

https://doi.org/10.1093/rfs/hhq007

has global citation frequency

https://vivo.tib.eu/demo/individual/gcf_W3121197066 Global Citation Count

start page

2184

end page

2227

volume

23

issue

5