Bitte melden Sie sich an um selbst Rezensionen oder Kommentare zu erstellen.
Zitieren Sie diese Publikation
Mehr Zitationsstile
- bitte auswählen -
%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
}