Pages that link to "Item:Q1605421"
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The following pages link to Short rate nonlinearities and regime switches. (Q1605421):
Displayed 6 items.
- Pricing exotic options under a high-order Markovian regime switching model (Q933877) (← links)
- Optimal mortgage refinancing with regime switches (Q945043) (← links)
- Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572) (← links)
- Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models (Q2432014) (← links)
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework (Q2471739) (← links)
- On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)