Correction to: ‘Yield curve shapes and the asymptotic short rate distribution in affine one-factor models’

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

  • Martin Keller-Ressel - (Author)

Details

Original languageEnglish
JournalFinance and Stochastics
Publication statusPublished - 2018
Peer-reviewedYes

External IDs

Scopus 85044025316

Keywords

Keywords

  • interest rates, yield curve, financial mathematics, affine process