The Term Structure of Interest Rates in a Hidden Markov Setting

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Publication:5424400

DOI10.1007/0-387-71163-5_2zbMath1311.91182OpenAlexW64731065MaRDI QIDQ5424400

Craig Wilson, Robert J. Elliott

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_2




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