Poisson-Gaussian processes and the bond markets

Detalhes bibliográficos
Autor principal:	Das, Sanjiv R.
Formato:	Livro
Idioma:	English
Publicado em:	Cambridge National Bureau of Economic Research 1998.
Colecção:	NBER working paper series no.6631
Assuntos:	Interest rates > Econometric models. > United States. Bond marketr > Econometric models. > United States. Poisson processes. Gaussian processes.