Poisson-Gaussian processes and the bond markets

Dettagli Bibliografici
Autore principale:	Das, Sanjiv R.
Natura:	Libro
Lingua:	English
Pubblicazione:	Cambridge National Bureau of Economic Research 1998.
Serie:	NBER working paper series no.6631
Soggetti:	Interest rates > Econometric models. > United States. Bond marketr > Econometric models. > United States. Poisson processes. Gaussian processes.