Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

ग्रंथसूची विवरण
मुख्य लेखक: Das, Sanjiv R.
स्वरूप: पुस्तक
भाषा:English
प्रकाशित: Cambridge National Bureau of Economic Research 1998.
श्रृंखला:NBER working paper series no.6631
विषय:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.