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

DOI10.1007/S13385-021-00273-2zbMath1477.91056OpenAlexW4230345438MaRDI QIDQ5918459

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/s13385-021-00273-2

Mathematics Subject Classification ID

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

Cites Work

Yield curve shapes of Vašíček interest rate models, measure transformations and an application for the simulation of pension products

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