Open AccessBond Pricing When the Short Term Interest Rate Follows a Threshold Process
Author(s) -
Wolfgang Lemke,
Theofanis Archontakis
Publication year - 2006
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2785232
Subject(s) - term (time) , bond , interest rate , process (computing) , economics , monetary economics , computer science , finance , physics , quantum mechanics , operating system
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