Fixed-income pricing in a non-linear interest-rate model

Jean-Paul Renne

Year of publication:	2014
Authors:	Renne, Jean-Paul
Publisher:	Paris : Banque de France
Subject:	yield curve \| option pricing \| regime switching \| market expectations \| Zinsstruktur \| Yield curve \| Optionspreistheorie \| Option pricing theory \| Anleihe \| Bond \| Kapitaleinkommen \| Capital income \| Markov-Kette \| Markov chain

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