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Don H, Kim. (2007) Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options.
In: BIS Working Papers. RePEc:bis:biswps:239.

Full description at Econpapers

cites:

[12] Cheridito, P., D. Filipovic, and R. L. Kimmel (2007), Market price of risk specification for affine models: theory and evidence, Journal of Financial Economics, 83, pp123-70.

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