A Simple Regime Switching Term Structure Model
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Finance and Stochastics |
| Volume | 4 |
| Issue number | 4 |
| Pages (from-to) | 409-429 |
| ISSN | 0949-2984 |
| Publication status | Published - 2000 |
ID: 175473