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Publication:2713012
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zbMath0980.62083MaRDI QIDQ2713012

No author found.

Publication date: 6 March 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

interest rateshidden Markov chainsmean reverting stochastic processes


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (4)

Bond pricing formulas for Markov-modulated affine term structure models ⋮ A benchmark approach to portfolio optimization under partial information ⋮ Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation ⋮ A benchmark approach to filtering in finance




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