New bond pricing models with applications to Japanese data

DOI10.1007/BF02425205zbMath1155.91454MaRDI QIDQ1000346

Hiroshi Tsuda, Takeaki Kariya

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

zbMATH Keywords

random discount functiontime-dependent Markov model for pricing individual bonds

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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