The term structure of interest rates under regime shifts and jumps (Q1929464)
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scientific article; zbMATH DE number 6123463
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The term structure of interest rates under regime shifts and jumps |
scientific article; zbMATH DE number 6123463 |
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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0.96946067
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0.91234595
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0.91031253
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0.9069306
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0.8888196
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0.8817962
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0.8814202
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0.88021994
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0.87764597
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