Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Das, Sanjiv R.
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Cambridge National Bureau of Economic Research 1998.
Sraith:NBER working paper series no.6631
Ábhair:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.