A semi Markov modulated interest rate model
ناشر:
سال
: 2013شناسه الکترونیک: 10.1016/j.spl.2013.05.024
کلیدواژه(گان): Semi,Interest rate,Higher order moments
کالکشن
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آمار بازدید
A semi Markov modulated interest rate model
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| date accessioned | 2020-03-11T15:35:53Z | |
| date available | 2020-03-11T15:35:53Z | |
| date issued | 2013 | |
| identifier issn | 0167-7152 | |
| identifier other | 10.1016-j.spl.2013.05.024.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/579761?locale-attribute=fa | |
| format | general | |
| language | English | |
| publisher | Elsevier Science | |
| title | A semi Markov modulated interest rate model | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 4432924 | |
| subject keywords | Semi | |
| subject keywords | Interest rate | |
| subject keywords | Higher order moments | |
| identifier doi | 10.1016/j.spl.2013.05.024 | |
| journal title | Statistics & Probability Letters | |
| journal volume | 83 | |
| journal issue | 9 | |
| filesize | 431270 | |
| citations | 0 | |
| contributor rawauthor | D’Amico, Guglielmo - Manca, Raimondo - Salvi, Giovanni |