Correction to: ``Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products
From MaRDI portal
Publication:5896847
Recommendations
- Correction to: ``Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products
- Yield curve shapes of Vašíček interest rate models, measure transformations and an application for the simulation of pension products
- Discussion on: ``Yield curve shapes of Vasiçek interest rate models, measure transformations and an application for the simulation of pension products
- Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
- Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’
- Estimation and inference in the yield curve model with an instantaneous error term
- A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models
- Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
- An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions
- Phenomenology of the term structure of interest rates with Padé approximants
Cited in
(3)- Yield curve shapes of Vašíček interest rate models, measure transformations and an application for the simulation of pension products
- Correction to: ``Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products
- Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
This page was built for publication: Correction to: ``Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5896847)