Correction to: ``The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration

DOI10.1007/S13385-021-00284-ZzbMath1483.91179OpenAlexW4249169371MaRDI QIDQ2066793

Christoph Berninger, Julian Pfeiffer

Publication date: 14 January 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00284-z

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Actuarial mathematics (91G05)

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