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"The value of knowing the market price of risk."

Katia Colaneri, Stefano Herzel, Marco Nicolosi (2021)

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DOI: 10.1007/S10479-020-03596-7

access: closed

type: Journal Article

metadata version: 2022-10-02

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Katia Colaneri, Stefano Herzel, Marco Nicolosi:
The value of knowing the market price of risk. Ann. Oper. Res. 299(1): 101-131 (2021)

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