A simple regime switching term structure model.

Asbjørn T. Hansen Rolf Poulsen

Published in: Finance Stochastics (2000)

Keyphrases

computational model
high level
mathematical model
logical structure
relevance model
formal model
probability distribution
management system
parameter estimation
neural network model
conceptual model
process model
hierarchical structure
statistical model
data sets
multi agent
image segmentation
decision making