Interest rate convexity in a Gaussian framework
定义并研究了一个由一般高斯Volterra过程驱动的短期利率模型，在精确定义凸性调整概念后，推导出其显式公式。
The contributions of this paper are twofold: we define and investigate the properties of a short rate model driven by a general Gaussian Volterra process and, after defining precisely a notion of convexity adjustment, derive explicit formulae for it.