An Equilibrium Term Structure Model with Recursive Preferences
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Volume (Year): 100 (2010)
Issue (Month): 2 (May)
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- Bjørn Eraker & Ivan Shaliastovich, 2008. "An Equilibrium Guide To Designing Affine Pricing Models," Mathematical Finance, Wiley Blackwell, vol. 18(4), pages 519-543.
- Lars Peter Hansen & John C. Heaton & Nan Li, 2008.
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