Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

Xehetasun bibliografikoak
Egile nagusia: Das, Sanjiv R.
Formatua: Liburua
Hizkuntza:English
Argitaratua: Cambridge National Bureau of Economic Research 1998.
Saila:NBER working paper series no.6631
Gaiak:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.