Self Exciting Threshold Interest Rates Models

By Marceau Decamps, Marc J. Goovaerts, Wim Schoutens. 2006

55 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/dc52d93ea60478bd5258c3c1bfcd1204e59f9392