An Exact Solution of the Term Structure of Interest Rate Under Regime-Switching Risk

DOI10.1007/0-387-71163-5_1MaRDI QIDQ5424399zbMATH OpenOpenAlexFDO

Authors Shu Wu, Yong Zeng

Publication date 5 November 2007

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/0-387-71163-5_1

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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