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)
Crossref DOI link: https://doi.org/10.1007/s13385-020-00228-z
Published Online: 2020-04-07
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Graf, Stefan
Text and Data Mining valid from 2020-04-07
Version of Record valid from 2020-04-07
Article History
Received: 23 March 2020
Revised: 23 March 2020
Accepted: 26 March 2020
First Online: 7 April 2020