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An Equilibrium Guide To Designing Affine Pricing Models

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  • Bjørn Eraker
  • Ivan Shaliastovich

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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.
  • Handle: RePEc:bla:mathfi:v:18:y:2008:i:4:p:519-543
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    References listed on IDEAS

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