Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

Bibliografische gegevens
Hoofdauteur: Das, Sanjiv R.
Formaat: Boek
Taal:English
Gepubliceerd in: Cambridge National Bureau of Economic Research 1998.
Reeks:NBER working paper series no.6631
Onderwerpen:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.