Poisson-Gaussian processes and the bond markets

Библиографические подробности
Главный автор:	Das, Sanjiv R.
Формат:	‌
Язык:	English
Опубликовано:	Cambridge National Bureau of Economic Research 1998.
Серии:	NBER working paper series no.6631
Предметы:	Interest rates > Econometric models. > United States. Bond marketr > Econometric models. > United States. Poisson processes. Gaussian processes.