Finite-dimensional realizations of regime-switching HJM models
Mikael Elhouar
| Year of publication: |
2008
|
|---|---|
| Authors: | Elhouar, Mikael |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 15.2008, 3/4, p. 331-354
|
| Subject: | Zinsstruktur | Yield curve | 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://www.econbiz.de/10003751268