Pricing of discount bonds with a Markov switching regime
Robert J. Elliott; Katsumasa Nishide
| Year of publication: |
2014
|
|---|---|
| Authors: | Elliott, Robert J. ; Nishide, Katsumasa |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 10.2014, 3, p. 509-522
|
| Subject: | Bond pricing | Term structure | Markov switching regime | CIR model | Stochastic flows | Markov-Kette | Markov chain | Zinsstruktur | Yield curve | Anleihe | Bond | Theorie | Theory | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010399761