Poisson-Gaussian processes and the bond markets

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.
coleção:NBER working paper series no.6631
Assuntos:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.