Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

Manylion Llyfryddiaeth
Prif Awdur: Das, Sanjiv R.
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Cambridge National Bureau of Economic Research 1998.
Cyfres:NBER working paper series no.6631
Pynciau:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.