Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

Opis bibliograficzny
1. autor: Das, Sanjiv R.
Format: Książka
Język:English
Wydane: Cambridge National Bureau of Economic Research 1998.
Seria:NBER working paper series no.6631
Hasła przedmiotowe:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.