@article{Bernaschi2007, title = {Empirical evaluation of the market price of risk using the CIR model}, author = {M. Bernaschi and L. Torosantucci and A. Uboldi}, day = {15}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Mar}, pages = {543--554}, url = {http://www.sciencedirect.com/science/article/B6TVG-4MBTTWM-D/1/9802b79ecb9a9a560463ec3515d901de}, volume = {376}, year = {2007}, biburl = {http://www.bibsonomy.org/bibtex/236a0fd8eed03ed8407476b2350864b18/smicha}, description = {Physica A}, keywords = {Fixed income market } }