Poisson-Gaussian processes and the bond markets

Bibliographische Detailangaben
1. Verfasser:	Das, Sanjiv R.
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Cambridge National Bureau of Economic Research 1998.
Schriftenreihe:	NBER working paper series no.6631
Schlagworte:	Interest rates > Econometric models. > United States. Bond marketr > Econometric models. > United States. Poisson processes. Gaussian processes.