Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

Bibliografiske detaljer
Hovedforfatter: Das, Sanjiv R.
Format: Bog
Sprog:English
Udgivet: Cambridge National Bureau of Economic Research 1998.
Serier:NBER working paper series no.6631
Fag:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.