Correction to `Yield curve shapes and the asymptotic short rate distribution in affine one-factor models'. (arXiv:1711.00737v1 [q-fin.MF])

This paper corrects an error in [Keller-Ressel, M. and Steiner T. "Yield curve shapes and the asymptotic short rate distribution in affine one-factor models." Finance and Stochastics 12.2 (2008): 149-172]. The error concerns the correct expression for the boundary between normal and humped yield curve behavior in affine one-factor short-rate models.