A Gaussian Approach for Continuous Time Models of Short Term Interest Rates

Author

Jun Yu, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

1-2002

Discipline

Economics

Publication

AFA Meeting, Atlanta

Citation

Yu, Jun. A Gaussian Approach for Continuous Time Models of Short Term Interest Rates. (2002). AFA Meeting, Atlanta.
Available at: https://ink.library.smu.edu.sg/soe_research/973