@article{interestrateconvexityinagaussian,
  title = {Interest rate convexity in a Gaussian framework},
  author = {Antoine Jacquier and Mugad Oumgari},
  year = {2023},
  eprint = {2307.14218},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2307.14218v2},
}