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Correction to: The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration
European Actuarial Journal ( IF 0.8 ) Pub Date : 2021-06-01 , DOI: 10.1007/s13385-021-00284-z Christoph Berninger , Julian Pfeiffer
中文翻译:
更正:Gauss2++ 模型:针对一致的风险中性和现实世界校准的不同度量变化规范的比较
更新日期:2021-06-01
European Actuarial Journal ( IF 0.8 ) Pub Date : 2021-06-01 , DOI: 10.1007/s13385-021-00284-z Christoph Berninger , Julian Pfeiffer
A correction to this paper has been published: https://doi.org/10.1007/s13385-021-00260-7
中文翻译:
更正:Gauss2++ 模型:针对一致的风险中性和现实世界校准的不同度量变化规范的比较
已发表对本文的更正:https://doi.org/10.1007/s13385-021-00260-7