The Gaussian Interest Rate Model and Related Issues

The present paper extensively studies Gaussian term structure and interest rate models in the perspective of stochastic discounting. Related issues such as consistent stock price models and option prices are also discussed

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Year of publication:	[2005]
Authors:	Wilhelm, Jochen
Publisher:	[2005]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (18 p)
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2005 erstellt
Other identifiers:	10.2139/ssrn.841384 [DOI]
Classification:	G10 - General Financial Markets. General ; G12 - Asset Pricing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012735955