On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Markov‐modulated Exponential‐affine Bond Price Formulae |
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On Markov‐modulated Exponential‐affine Bond Price Formulae (English)
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13 September 2009
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exponential affine form
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bond valuation
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regime-switching forward measure
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fundamental matrix solution
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