Bernaschi, M., Torosantucci, L., & Uboldi, A. (2007). Empirical evaluation of the market price of risk using the CIR model. Physica A, 376, 543. https://doi.org/10.1016/j.physa.2006.10.072
Chicago Style (17th ed.) CitationBernaschi, M., L. Torosantucci, and A. Uboldi. "Empirical Evaluation of the Market Price of Risk Using the CIR Model." Physica A 376 (2007): 543. https://doi.org/10.1016/j.physa.2006.10.072.
MLA (9th ed.) CitationBernaschi, M., et al. "Empirical Evaluation of the Market Price of Risk Using the CIR Model." Physica A, vol. 376, 2007, p. 543, https://doi.org/10.1016/j.physa.2006.10.072.
Warning: These citations may not always be 100% accurate.