Gaussian and affine approximation of stochastic diffusion models for interest and mortality rates

Marcus Christiansen

Research output: Contribution to journal › Article › peer-review

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@article{97a76587639e49bcad10decbee326f5e,

title = "Gaussian and affine approximation of stochastic diffusion models for interest and mortality rates",

author = "Marcus Christiansen",

year = "2013",

doi = "10.3390/risks1030081",

language = "English",

volume = "1",

pages = "81--100",

journal = "Risks",

issn = "2227-9091",

publisher = "MDPI",

number = "3",

}