R. Bansal and H. Zhou, Term Structure of Interest Rates with Regime Shifts, The Journal of Finance, vol.5, issue.5, pp.1997-2043, 2002.
DOI : 10.1111/0022-1082.00487

D. Beaglehole and M. Tenney, General Solutions of Some Interest Rate-Contingent Claim Pricing Equations, The Journal of Fixed Income, vol.1, issue.2, pp.69-83, 1991.
DOI : 10.3905/jfi.1991.408014

L. Chen, D. Filipovic, and H. V. Poor, QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATES, Mathematical Finance, vol.37, issue.4, pp.515-536, 2004.
DOI : 10.1023/A:1022502724886

. Cox and R. Ingersoll, A Theory of the Term Structure of Interest Rates, Econometrica, vol.53, issue.2, pp.385-406, 1985.
DOI : 10.2307/1911242

Q. Dai and K. Singleton, Specification Analysis of Affine Term Structure Models, The Journal of Finance, vol.11, issue.5, pp.1943-1978, 2000.
DOI : 10.1111/0022-1082.00278

D. Duffie and R. Kan, A YIELD-FACTOR MODEL OF INTEREST RATES, Mathematical Finance, vol.9, issue.4, pp.379-406, 1996.
DOI : 10.1016/0304-405X(77)90016-2

R. J. Elliott, L. Aggoun, and J. B. Moore, Hidden Markov Models: estimation and control, 1994.

R. J. Elliott, T. K. Siu, and A. Badescu, Bond valuation under a discrete???time regime???switching term???structure model and its continuous???time extension, Managerial Finance, vol.37, issue.11, pp.1025-1047, 2011.
DOI : 10.1108/03074351111167929

S. Goutte, Pricing and Hedging in Stochastic Volatility Regime Switching Models, Journal of Mathematical Finance, vol.03, issue.01, pp.70-80, 2013.
DOI : 10.4236/jmf.2013.31006

S. Goutte and A. Ngoupeyou, DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL, Journal of applied mathematics & informatics, vol.31, issue.5_6, p.31, 2013.
DOI : 10.14317/jami.2013.711
URL : https://hal.archives-ouvertes.fr/hal-00625683

G. Leblon and F. Moraux, Quadratic Term Structure Models: Analysis and Performance, Finance International Meeting AFFI -EUROFIDAI, 2009.
DOI : 10.2139/ssrn.1494243

M. Leippold and L. Wu, Asset Pricing under the Quadratic Class, The Journal of Financial and Quantitative Analysis, vol.37, issue.2, pp.271-294, 2002.
DOI : 10.2307/3595006

O. Vasicek, An equilibrium characterization of the term structure, Journal of Financial Economics, vol.5, issue.2, pp.177-178, 1977.
DOI : 10.1016/0304-405X(77)90016-2