Short rate nonlinearities and regime switches. (Q1605421)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short rate nonlinearities and regime switches. |
scientific article |
Statements
Short rate nonlinearities and regime switches. (English)
0 references
15 July 2002
0 references
Short rate
0 references
Term spread
0 references
Drift
0 references
Volatility
0 references
Regime switching
0 references
0 references
0 references
