Gaussian and Affine Approximation of Stochastic Diffusion Models for Interest and Mortality Rates

Author: Christiansen Marcus C.  

Publisher: MDPI

E-ISSN: 2227-9091|1|3|81-100

ISSN: 2227-9091

Source: Risks, Vol.1, Iss.3, 2013-10, pp. : 81-100

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Abstract