مرکز منطقه ای اطلاع رساني علوم و فناوري - A time-varying Markov chain model of term structure

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 :

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

Link To Document :