Regime-switching affine term structures

Andreas Celary, Paul Krühner, Zehra Eksi-Altay*

*Corresponding author for this work

Publication: Scientific journalJournal articlepeer-review

Original languageEnglish
JournalQuantitative Finance
Volume24
Issue number1
Early online date19 Dec 2023
DOIs
Publication statusPublished - Jan 2024

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101007 Financial mathematics

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