✦ LIBER ✦

On the Quasi Gaussian Interest Rate Models

✍ Scribed by Jirô Akahori

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Conditional Gaussian models of the term

✍ Simon H. Babbs 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 English ⚖ 173 KB

Characterizing Gaussian Models of the Te

✍ D. P. Kennedy 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 155 KB

A Gaussian approach for continuous time

✍ Jun Yu; Peter C. B. Phillips 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 130 KB

A Pricing Model for American Options wit

✍ Albert J. Menkveld; Ton Vorst 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 114 KB

On the robustness of short–term interest

✍ Sirimon Treepongkaruna; Stephen Gray 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 805 KB

Gaussian Estimation of a Two-factor Cont

✍ A. R. Bergstrom; K. B. Nowman 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 205 KB