On the Quasi Gaussian Interest Rate Models

Jiro Akahori

Asia-Pacific Financial Markets, 1999, vol. 6, issue 1, 3-6

Abstract: 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

Keywords: interest rate models; quasi Gaussian (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1010050324643

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