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Bond valuation under a discrete-time regime-switching term-structure model and its continuous-time extension
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1025-1047
Persistent link: https://www.econbiz.de/10009388893
Saved in:
2
Bond valuation under a discrete-time regime-switching term-structure model and its continuous-time extension
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1025-1048
Persistent link: https://www.econbiz.de/10009330249
Saved in:
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