A semi-Markov modulated interest rate model (Q2637384)
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scientific article; zbMATH DE number 6256840
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A semi-Markov modulated interest rate model |
scientific article; zbMATH DE number 6256840 |
Statements
A semi-Markov modulated interest rate model (English)
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11 February 2014
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semi-Markov process
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interest rate
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higher-order moments
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0.8872611
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0.8734206
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0.86938965
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