Pages that link to "Item:Q2349617"
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The following pages link to Pricing and hedging of inflation-indexed bonds in an affine framework (Q2349617):
Displaying 6 items.
- The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk (Q1000457) (← links)
- Pricing and hedging GDP-linked bonds in incomplete markets (Q1657210) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- MARKETS FOR INFLATION-INDEXED BONDS AS MECHANISMS FOR EFFICIENT MONETARY POLICY (Q3195496) (← links)
- The role of index bonds in universal currency hedging (Q4784305) (← links)
- INFLATION, CENTRAL BANK AND SHORT-TERM INTEREST RATES: A NEW MODEL WITH CALIBRATION TO MARKET DATA (Q5061499) (← links)