Consistent Re-Calibration of the Discrete-Time Multifactor Vasiček Model †

Author： Harms Philipp   Stefanovits David   Teichmann Josef   Wüthrich Mario V.  

Publisher： MDPI

E-ISSN： 2227-9091|4|3|18-18

ISSN： 2227-9091

Source： Risks, Vol.4, Iss.3, 2016-06, pp. : 18-18

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