AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
Year of publication: |
2008
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Authors: | Eraker, Bjørn ; Shaliastovich, Ivan |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 18.2008, 4, p. 519-544
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