Pages that link to "Item:Q1929464"
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The following pages link to The term structure of interest rates under regime shifts and jumps (Q1929464):
Displayed 3 items.
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK (Q2853377) (← links)