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

Bibliographic reference Hunt, Julien ; Devolder, Pierre. Semi-Markov regime switching interest rate models and minimal entropy measure. In: Physica A: Statistical Mechanics and its Applications, Vol. 390, no. 21-22, p. 3767-3781 (2011)
Permanent URL http://hdl.handle.net/2078.1/127243