Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

Bibliographic Details
Main Author: Das, Sanjiv R.
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1998.
Series:NBER working paper series no.6631
Subjects:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.