Short rate nonlinearities and regime switches. (Q1605421)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Short rate nonlinearities and regime switches. |
scientific article; zbMATH DE number 1768263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short rate nonlinearities and regime switches. |
scientific article; zbMATH DE number 1768263 |
Statements
Short rate nonlinearities and regime switches. (English)
0 references
15 July 2002
0 references
Short rate
0 references
Term spread
0 references
Drift
0 references
Volatility
0 references
Regime switching
0 references
0 references
0 references
