Regime switching term structure model under partial information (Q3005960)
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scientific article; zbMATH DE number 5906746
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| English | Regime switching term structure model under partial information |
scientific article; zbMATH DE number 5906746 |
Statements
REGIME SWITCHING TERM STRUCTURE MODEL UNDER PARTIAL INFORMATION (English)
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10 June 2011
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affine term structure model
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business cycle
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partial information
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regime shift
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zero interest rate
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0.7664453983306885
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0.7632144093513489
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0.7583301663398743
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0.7512549757957458
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0.7478395700454712
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