PMCMC for Term Structure of Interest Rates under Markov Regime Switching and Jumps

Xiangdong LIU, Xianglong LI, Shaozhi ZHENG, Hangyong QIAN

Journal of Systems Science and Information ›› 2020, Vol. 8 ›› Issue (2) : 159-169.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Information ›› 2020, Vol. 8 ›› Issue (2) : 159-169. DOI: 10.21078/JSSI-2020-159-11
 

PMCMC for Term Structure of Interest Rates under Markov Regime Switching and Jumps

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Information, 2020, 8(2): 159-169 https://doi.org/10.21078/JSSI-2020-159-11

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