Bond valuation under a discrete-time regime-switching term-structure model and its continuous-time extension
Year of publication: |
2011
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Authors: | Elliott, Robert J. ; Siu, Tak Kuen ; Badescu, Alex |
Published in: |
Managerial finance. - Bradford [u.a.] : Emerald, ISSN 0307-4358, ZDB-ID 7505619. - Vol. 37.2011, 11 (27.9.), p. 1025-1048
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