Regime-switching univariate diffusion models of the short-term interest rate (Q3574739)
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scientific article; zbMATH DE number 5729887
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| English | Regime-switching univariate diffusion models of the short-term interest rate |
scientific article; zbMATH DE number 5729887 |
Statements
Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate (English)
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2 July 2010
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0.8164603114128113
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0.7856903672218323
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0.7847368121147156
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0.779431939125061
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0.7718339562416077
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