Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

Detaylı Bibliyografya
Yazar: Das, Sanjiv R.
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Cambridge National Bureau of Economic Research 1998.
Seri Bilgileri:NBER working paper series no.6631
Konular:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.