A simple regime switching term structure model
Year of publication: |
2000
|
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Authors: | Hansen, Asbjørn Trolle ; Poulsen, Rolf |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 4.2000, 4, p. 409-429
|
Subject: | Regime Switching Model | Zinsstruktur | Yield curve | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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