Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

Détails bibliographiques
Auteur principal: Das, Sanjiv R.
Format: Livre
Langue:English
Publié: Cambridge National Bureau of Economic Research 1998.
Collection:NBER working paper series no.6631
Sujets:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.