Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

書誌詳細
第一著者: Das, Sanjiv R.
フォーマット: 図書
言語:English
出版事項: Cambridge National Bureau of Economic Research 1998.
シリーズ:NBER working paper series no.6631
主題:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.