Semi-Markov regime switching interest rate models and minimal entropy measure

Title
Semi-Markov regime switching interest rate models and minimal entropy measure
Authors
Keywords
-
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 390, Issue 21-22, Pages 3767-3781
Publisher
Elsevier BV
Online
2011-06-26
DOI
10.1016/j.physa.2011.04.036

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