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Correction to: Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products
European Actuarial Journal ( IF 0.8 ) Pub Date : 2021-05-18 , DOI: 10.1007/s13385-021-00261-6 Franziska Diez , Ralf Korn
中文翻译:
校正至:Vasicek利率模型的收益率曲线形状,度量转换以及在养老金产品模拟中的应用
更新日期:2021-05-19
European Actuarial Journal ( IF 0.8 ) Pub Date : 2021-05-18 , DOI: 10.1007/s13385-021-00261-6 Franziska Diez , Ralf Korn
Due to an error in the proof of Lemma 1 in the appendix.
中文翻译:
校正至:Vasicek利率模型的收益率曲线形状,度量转换以及在养老金产品模拟中的应用
由于附录中引理1的证明有误。