Discussion on “Yield curve shapes of Vasiçek interest...

Discussion on “Yield curve shapes of Vasiçek interest rate models, measure transformations and an application for the simulation of pension products” (Diez and Korn, 2019)

Graf, Stefan
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Volume:
10
Journal:
European Actuarial Journal
DOI:
10.1007/s13385-020-00228-z
Date:
June, 2020
File:
PDF, 297 KB
2020
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