REGIME SWITCHING TERM STRUCTURE MODEL UNDER PARTIAL INFORMATION (Q3005960)

From MaRDI portal
scientific article
Language Label Description Also known as
English
REGIME SWITCHING TERM STRUCTURE MODEL UNDER PARTIAL INFORMATION
scientific article

    Statements

    REGIME SWITCHING TERM STRUCTURE MODEL UNDER PARTIAL INFORMATION (English)
    0 references
    0 references
    10 June 2011
    0 references
    affine term structure model
    0 references
    business cycle
    0 references
    partial information
    0 references
    regime shift
    0 references
    zero interest rate
    0 references

    Identifiers