Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

Podrobná bibliografie
Hlavní autor: Das, Sanjiv R.
Médium: Kniha
Jazyk:English
Vydáno: Cambridge National Bureau of Economic Research 1998.
Edice:NBER working paper series no.6631
Témata:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.