Original language | English |
---|---|
Journal | Finance and Stochastics |
Volume | 4 |
Issue number | 4 |
Pages (from-to) | 409-429 |
ISSN | 0949-2984 |
Publication status | Published - 2000 |
A Simple Regime Switching Term Structure Model
Rolf Poulsen, Asbjørn Hansen
Rolf Poulsen, Asbjørn Hansen
Original language | English |
---|---|
Journal | Finance and Stochastics |
Volume | 4 |
Issue number | 4 |
Pages (from-to) | 409-429 |
ISSN | 0949-2984 |
Publication status | Published - 2000 |