Title: Self exciting threshold interest rates models
Authors: Decamps, Marc * ×
Goovaerts, Marc *
Schoutens, Wim * #
Issue Date: 2006
Publisher: World Scientific
Series Title: International Journal of Theoretical and Applied Finance vol:9 issue:7 pages:1093-1122
ISSN: 0219-0249
VABB publication type: VABB-1
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Statistics Section
Research Center Insurance, Leuven
* (joint) first author
× corresponding author
# (joint) last author

Files in This Item:

There are no files associated with this item.

Request a copy


All items in Lirias are protected by copyright, with all rights reserved.