New measure selection for Hunt–Devolder semi-Markov regime...

New measure selection for Hunt–Devolder semi-Markov regime switching interest rate models

Preda, Vasile, Dedu, Silvia, Sheraz, Muhammad
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Volume:
407
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2014.04.011
Date:
August, 2014
File:
PDF, 370 KB
english, 2014
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