Poisson-Gaussian processes and the bond markets
By: Sanjiv R. Das.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6631; Working paper series (National Bureau of Economic Research) -- working paper no. 6631.
Publisher: National Bureau of Economic Research
Published: 1998
Place of publication: Cambridge, MA
Language: eng
Number of pages: 33
Subjects: Interest rates -- United States -- Econometric models.; Bond market -- United States -- Econometric models.; Poisson processes.; Gaussian processes.
Notes: "July 1998."

Includes bibliographical references (p. 31-33).

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