Poisson-Gaussian processes and the bond markets

Poisson-Gaussian processes and the bond markets

书目详细资料
主要作者: Das, Sanjiv R.
格式: 图书
语言:English
出版: Cambridge National Bureau of Economic Research 1998.
丛编:NBER working paper series no.6631
主题:
Interest rates > Econometric models. > United States.
Bond marketr > Econometric models. > United States.
Poisson processes.
Gaussian processes.