Author:
D’Amico Guglielmo,Manca Raimondo,Salvi Giovanni
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference18 articles.
1. Arbitrage Theory in Continuous Time;Björk,2004
2. Testing for continuous-time models of the short-term interest rate;Broze;Journal of Empirical Finance,1995
3. A theory of term structure of interest rates;Cox;Econometrica,1985
4. Regime switching and interest rates in the European monetary system;Dahlquist;Journal of International Economics,2000
5. Semi-Markov reliability models with recurrence times and credit rating applications;D’Amico;Journal of Applied Mathematics and Decision Sciences,2009
Cited by
2 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