On Markov‐modulated Exponential‐affine Bond Price Formulae
- 期刊名称Applied Mathematical Finance
- 作者Elliott, Robert J.; Siu, Tak Kuen
- 卷第16卷
- 期第1期
- 印刷ISSN1350-486X
- 电子ISSN1466-4313
- 文件大小435.39KB
- 发表时间2009-02
- DOI10.1080/13504860802015744
- 页码1-15
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