Pages that link to "Item:Q5711168"
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The following pages link to Pricing inflation-indexed derivatives (Q5711168):
Displaying 11 items.
- Foreign currency bubbles (Q539147) (← links)
- A self-tuning model for inflation rate dynamics (Q720159) (← links)
- Affine model of inflation-indexed derivatives and inflation risk premium (Q2256214) (← links)
- Pricing and hedging of inflation-indexed bonds in an affine framework (Q2349617) (← links)
- Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360) (← links)
- Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (Q3605222) (← links)
- EXPANSION FORMULAS FOR BIVARIATE PAYOFFS WITH APPLICATION TO BEST-OF OPTIONS ON EQUITY AND INFLATION (Q4979883) (← links)
- INFLATION, CENTRAL BANK AND SHORT-TERM INTEREST RATES: A NEW MODEL WITH CALIBRATION TO MARKET DATA (Q5061499) (← links)
- Rational Models for Inflation-Linked Derivatives (Q5144182) (← links)
- The affine inflation market models (Q5373908) (← links)
- A drift-free simulation method for pricing commodity derivatives (Q6574654) (← links)
