The term structure of interest rates under regime shifts and jumps (Q1929464): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The term structure of interest rates under regime shifts and jumps |
scientific article |
Statements
The term structure of interest rates under regime shifts and jumps (English)
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8 January 2013
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term structure
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regime switching
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jump diffusion
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marked point process
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