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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Option pricing theory"
~subject:"Theorie"
~subject:"United States"
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International journal of theoretical and applied finance
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
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