Poisson-Gaussian processes and the bond markets

Detalles Bibliográficos
Autor principal:	Das, Sanjiv R.
Formato:	Libro
Lenguaje:	English
Publicado:	Cambridge National Bureau of Economic Research 1998.
Colección:	NBER working paper series no.6631
Materias:	Interest rates > Econometric models. > United States. Bond marketr > Econometric models. > United States. Poisson processes. Gaussian processes.