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~person:"Decamps, Marc"
~subject:"Germany"
~subject:"Kosten-Nutzen-Analyse"
~subject:"Zins"
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Decamps, Marc
Florio, Massimo
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International journal of theoretical and applied finance
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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Self exciting threshold interest rates models
Decamps, Marc
;
Goovaerts, Marc J.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
Saved in:
2
Self exciting threshold interest rates models
Decamps, Marc
;
Goovaerts, Marc J.
;
Schoutens, Wim
-
2005
Persistent link: https://www.econbiz.de/10002724001
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