The Market Price of Risk in Interest Rate Swaps : The Roles of Default and Liquidity Risks *

@inproceedings{Liu2006TheMP,
  title={The Market Price of Risk in Interest Rate Swaps : The Roles of Default and Liquidity Risks *},
  author={Jun Liu and Francis A. Longstaff and Ravit E. Mandell},
  year={2006}
}

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