Correction to: ``Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products

DOI10.1007/S13385-021-00261-6zbMath1476.91199OpenAlexW4236158356MaRDI QIDQ5896847

Publication date: 17 December 2021

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

Full work available at URL: https://doi.org/10.1007/s13385-021-00261-6

Mathematics Subject Classification ID

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

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