Bond pricing formulas for Markov-modulated affine term structure models (Q2666684)
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| Language | Label | Description | Also known as |
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| English | Bond pricing formulas for Markov-modulated affine term structure models |
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Bond pricing formulas for Markov-modulated affine term structure models (English)
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23 November 2021
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term structure modeling
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affine processes
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Markov chain
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regime-switching approach
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bond valuation
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