An interest-rate model with regime-switching mean-reversion level (Q4605686)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6843800
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An interest-rate model with regime-switching mean-reversion level |
scientific article; zbMATH DE number 6843800 |
Statements
27 February 2018
0 references
0.818528413772583
0 references
0.8005490899085999
0 references
0.794268012046814
0 references
0.7942676544189453
0 references
0.7936244010925293
0 references
