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Affine model of inflation-indexed derivatives and inflation risk premium - MaRDI portal

Affine model of inflation-indexed derivatives and inflation risk premium (Q2256214)

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Affine model of inflation-indexed derivatives and inflation risk premium
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    Affine model of inflation-indexed derivatives and inflation risk premium (English)
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    19 February 2015
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    inflation-indexed derivatives
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    inflation risk premium
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    affine models
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