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

Research output: Contribution to specialist publication › Corrections (errata and retractions) › peer-review

Contributors

Details

Original languageEnglish
Pages503–510
Volume22
JournalFinance and Stochastics
Publication statusPublished - 2018
Peer-reviewedYes
No renderer: customAssociatesEventsRenderPortal,dk.atira.pure.api.shared.model.researchoutput.ContributionToPeriodical

External IDs

Scopus 85044025316

Keywords

Keywords

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