Bond valuation under a discrete-time regime-switching term-structure model and its continuous-time extension
Robert J. Elliott, Tak Kuen Siu and Alex Badescu
| Year of publication: |
2011
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|---|---|
| Authors: | Elliott, Robert J. ; Siu, Tak Kuen ; Badescu, Alex |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 37.2011, 11, p. 1025-1047
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| Subject: | Anleihe | Bond | Finanzanalyse | Financial analysis | Kapitalflussrechnung | Cash flow statement | Markov-Kette | Markov chain | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009388893