"Bond pricing in a hidden Markov model of the short rate."

Camilla Landén (2000)

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DOI: 10.1007/PL00013526

access: closed

type: Journal Article

metadata version: 2020-07-22

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Camilla Landén:
Bond pricing in a hidden Markov model of the short rate. Finance Stochastics 4(4): 371-389 (2000)

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