Title of article

A time-varying Markov chain model of term structure

Author/Authors

Rogemar S. Mamon، نويسنده ,

Issue Information

فصلنامه با شماره پیاپی سال 2002

Pages

4

From page

309

To page

312

Keywords

Term structure modeling , Fundamental transition matrix , Markov chain

Journal title

Statistics and Probability Letters

Serial Year

2002

Journal title

Statistics and Probability Letters

Record number

139967