Semi-Markov regime switching interest rate term structure models-Based on minimal Tsallis entropy martingale measure

LIU Xiangdong, WANG Xingrui

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (5) : 1136-1143.

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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (5) : 1136-1143. DOI: 10.12011/1000-6788(2017)05-1136-08

Semi-Markov regime switching interest rate term structure models-Based on minimal Tsallis entropy martingale measure

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(5): 1136-1143 https://doi.org/10.12011/1000-6788(2017)05-1136-08

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