On Markov-modulated Exponential-affine Bond Price Formulae
| Year of publication: |
2009
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|---|---|
| Authors: | Elliott, Robert ; Siu, Tak Kuen |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 1, p. 1-16
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