A semi-Markov modulated interest rate model
Work
Year: 2013
Type: article
Source: Statistics & Probability Letters
Institutions University of Chieti-Pescara, Sapienza University of Rome
Cites: 19
Cited by: 2
Related to: 10
FWCI: 0.658
Citation percentile (by year/subfield): 62.57
Subfield: Finance
Domain: Social Sciences
Open Access status: green