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Academic Journal

Regime-switching affine term structures

Subjects: /dk/atira/pure/keywords/oefos-6-digit/1/101/101007; name=101007 Financial mathematics

  • Source: Celary , A , Krühner , P & Eksi-Altay , Z 2024 , ' Regime-switching affine term structures ' , Quantitative Finance , vol. 24 , no. 1 . https://doi.org/10.1080/14697688.2023.2288871

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