Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

Bibliografske podrobnosti
Glavni avtor: Das, Sanjiv R.
Format: Knjiga
Jezik:English
Izdano: Cambridge National Bureau of Economic Research 1998.
Serija:NBER working paper series no.6631
Teme:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.