%0 Journal Article %1 Bernaschi2007 %A Bernaschi, M. %A Torosantucci, L. %A Uboldi, A. %D 2007 %J Physica A: Statistical Mechanics and its Applications %K Fixed income market %P 543--554 %T Empirical evaluation of the market price of risk using the CIR model %U http://www.sciencedirect.com/science/article/B6TVG-4MBTTWM-D/1/9802b79ecb9a9a560463ec3515d901de %V 376

@article{Bernaschi2007, added-at = {2008-04-22T10:36:30.000+0200}, author = {Bernaschi, M. and Torosantucci, L. and Uboldi, A.}, biburl = {https://www.bibsonomy.org/bibtex/236a0fd8eed03ed8407476b2350864b18/smicha}, day = 15, description = {Physica A}, interhash = {0baa79b4676515063253548e1849b678}, intrahash = {36a0fd8eed03ed8407476b2350864b18}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Fixed income market}, month = Mar, pages = {543--554}, timestamp = {2008-04-22T10:41:24.000+0200}, title = {Empirical evaluation of the market price of risk using the CIR model}, url = {http://www.sciencedirect.com/science/article/B6TVG-4MBTTWM-D/1/9802b79ecb9a9a560463ec3515d901de}, volume = 376, year = 2007 }