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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)

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References

  1. Brigo D, Mercurio F (2006) Interest rate models—theory and practice. Springer Finance, Berlin

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  1. Institute for Finance and Actuarial Sciences (Ifa), Lise-Meitner-Strasse 14, 89081, Ulm, Germany

    Stefan Graf

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  1. Stefan Graf
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Correspondence to Stefan Graf.

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Graf, S. 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). Eur. Actuar. J. 10, 121–123 (2020). https://doi.org/10.1007/s13385-020-00228-z

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  • DOI: https://doi.org/10.1007/s13385-020-00228-z

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