Table of Contents
ISRN Probability and Statistics
Volume 2012, Article ID 673607, 16 pages
http://dx.doi.org/10.5402/2012/673607
Research Article

A General Gaussian Interest Rate Model Consistent with the Current Term Structure

Unipol Assicurazioni, via Stalingrado 45, Bologna, Italy

Received 25 April 2012; Accepted 29 July 2012

Academic Editors: J. Abellan and P. E. Jorgensen

Copyright © 2012 Marco Di Francesco. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Marco Di Francesco, “A General Gaussian Interest Rate Model Consistent with the Current Term Structure,” ISRN Probability and Statistics, vol. 2012, Article ID 673607, 16 pages, 2012. https://doi.org/10.5402/2012/673607.