AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
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Publication:3005841
DOI10.1111/j.1467-9965.2008.00346.xzbMath1214.91147OpenAlexW2109300155MaRDI QIDQ3005841
Ivan Shaliastovich, Bjørn Eraker
Publication date: 9 June 2011
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://repository.upenn.edu/cgi/viewcontent.cgi?article=1113&context=fnce_papers
Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)
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