Published March 12, 2019
| Version v1
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If only we knew the drift
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Description
Based on a simple stochastic model, we illustrate that the market price of risk can hardly be estimated.
Notes
+ Reihe: IFZ Working Paper, 0006/2019 + ISSN: 1662-520X
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IFZ Working Paper Series 0006 2019.pdf
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