A regime-switching term structure model with observable state variables
- 作者René Ferland; Geneviève Gauthier; Simon Lalancette
- 卷第7卷
- 期第2期
- 印刷ISSN1544-6123
- 文件大小201.05KB
- 发表时间2010
- DOI10.1016/j.frl.2010.01.001
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