%0 Journal Article %1 Cheridito2007 %A Cheridito, Patrick %A Filipovic, Damir %A Kimmel, Robert L. %D 2007 %J Journal of Financial Economics %K Term structure %N 1 %P 123--170 %T Market price of risk specifications for affine models: Theory and evidence %U http://www.sciencedirect.com/science/article/B6VBX-4KV2YDD-1/1/9b25e4d21b43c6df3e9771f55b125340 %V 83

@article{Cheridito2007, added-at = {2008-04-22T15:17:45.000+0200}, author = {Cheridito, Patrick and Filipovic, Damir and Kimmel, Robert L.}, biburl = {https://www.bibsonomy.org/bibtex/2c2bf3a5223aad226d0440782a921d6a0/smicha}, interhash = {5bd3a844eff136a5aa69cfc5f40548c5}, intrahash = {c2bf3a5223aad226d0440782a921d6a0}, journal = {Journal of Financial Economics}, keywords = {Term structure}, month = Jan, number = 1, pages = {123--170}, timestamp = {2008-04-22T15:22:12.000+0200}, title = {Market price of risk specifications for affine models: Theory and evidence}, url = {http://www.sciencedirect.com/science/article/B6VBX-4KV2YDD-1/1/9b25e4d21b43c6df3e9771f55b125340}, volume = 83, year = 2007 }