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"An accessible implementation of interest rate models with Markov-switching."

Nanxin Zhou, Rogemar S. Mamon (2012)

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DOI: 10.1016/J.ESWA.2011.09.053

access: closed

type: Journal Article

metadata version: 2019-11-27

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  - https://dblp.org/rec/journals/eswa/ZhouM12
Nanxin Zhou, Rogemar S. Mamon:
An accessible implementation of interest rate models with Markov-switching. Expert Syst. Appl. 39(5): 4679-4689 (2012)

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