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~institution:"Department of Economics, University of Kansas"
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Jump Diffusion
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Department of Economics, University of Kansas
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The Term Structure of Interest Rates under Regime Shifts and Jumps
Wu, Shu
;
Zeng, Yong
-
Department of Economics, University of Kansas
-
2005
This paper develops a tractable dynamic term structure models under
jump-diffusion
and regime shifts with time varying …
Persistent link: https://www.econbiz.de/10005030162
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