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 Date: 2005-09-15 11:12:23Mathematical finance Volatility Stochastic volatility Risk-neutral measure Normal distribution Economic model Yield curve |
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| First Page | Document Content | |
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Date: 2005-09-15 11:12:23Mathematical finance Volatility Stochastic volatility Risk-neutral measure Normal distribution Economic model Yield curve |
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Market Price of Risk Specifications for Affine Models: Theory and Evidence∗ Patrick Cheridito† Damir Filipovi´c‡