Time to build and bond risk premia
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Publication:5918628
DOI10.1016/j.jedc.2021.104080OpenAlexW4241324773MaRDI QIDQ5918628
Publication date: 15 March 2022
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2021.104080
CIR modelstochastic delay differential equationspath dependencetime to buildbond risk premianon-Markovian asset pricing
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