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Finance and Stochastics
Published in: Finance and Stochastics 2/2018

15-03-2018 | Correction

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

Author: Martin Keller-Ressel

Published in: Finance and Stochastics | Issue 2/2018

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Excerpt

Correction to: Finance Stoch. (2008) 12: 149–172 https://doi.org/10.1007/s00780-007-0059-z …
previous article Stability of Radner equilibria with respect to small frictions

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Literature
1.
Duffie, D., Filipović, D., Schachermayer, W.: Affine processes and applications in finance. Ann. Appl. Probab. 13, 984–1053 (2003) MathSciNetCrossRefMATH
2.
Keller-Ressel, M., Steiner, T.: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. Finance Stoch. 12, 149–172 (2008) MathSciNetCrossRefMATH
3.
Vasiček, O.: An equilibrium characterization of the term structure. J. Financ. Econ. 5, 177–188 (1977) CrossRefMATH
Metadata
Title
Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Author
Martin Keller-Ressel
Publication date
15-03-2018
Publisher
Springer Berlin Heidelberg
Published in
Finance and Stochastics / Issue 2/2018
Print ISSN: 0949-2984
Electronic ISSN: 1432-1122
DOI
https://doi.org/10.1007/s00780-018-0359-5

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