A Simple Regime Switching Term Structure Model
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Finance and Stochastics |
Volume | 4 |
Issue number | 4 |
Pages (from-to) | 409-429 |
ISSN | 0949-2984 |
Publication status | Published - 2000 |
ID: 175473