A simple regime switching term structure model
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/PL00013523.pdf
Cited by 23 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
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4. Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions;Applied Mathematics and Computation;2015-01
5. On Some Auto-Induced Regime Switching Double-Threshold Glued Diffusions;Journal of Statistical Theory and Practice;2014-05-23
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