On the Quasi Gaussian Interest Rate Models

In this paper some remarks on the interest rate model proposed by Jamishidian (1991) and Ritchken and Sankarasubramanian (1995b) are presented. Copyright Kluwer Academic Publishers 1999

MoreLess

Year of publication:	1999
Authors:	Akahori, Jirô
Published in:	Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 6.1999, 1, p. 3-6
Publisher:	Springer
Subject:	interest rate models \| quasi Gaussian

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005727092