海量图书期刊资源,随时随地畅享阅读乐趣
Monetary Policy and Interest Rate Caps: A Regime-Shift ApproachGauthier, Genevieve; Lalancette, Simon; Ferland, René · SSRN Electronic Journal · 2012
A regime-switching term structure model with observable state variablesRené Ferland; Geneviève Gauthier; Simon Lalancette · 2010
The Sensitivity of Interest Rate Options to Monetary Policy Decisions: A Regime-Shift Pricing ApproachFerland, René; Gauthier, Geneviève; Lalancette, Simon · Journal of Futures Markets · 2016