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Empirical Evaluation of the Market Price of Risk using the CIR Model,

Fabio Trojani, M. Bernaschi, Adamo Uboldi & L. Torosantucci

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abstract
   
type working paper (English)
   
keywords
   
date of appearance 15-4-2004
review not reviewed
   
citation Trojani, F., Bernaschi, M., Uboldi, A., & Torosantucci, L. (2004). Empirical Evaluation of the Market Price of Risk using the CIR Model,.