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The affine inflation market models - MaRDI portal

The affine inflation market models (Q5373908)

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scientific article; zbMATH DE number 6856768
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English
The affine inflation market models
scientific article; zbMATH DE number 6856768

    Statements

    title
    The affine inflation market models (English)
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    publication date
    6 April 2018
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    zbMATH Keywords
    market models
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    inflation options
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    affine processes
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    Identifiers

    zbMATH DE Number
    6856768
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    arXiv ID
    1503.04979
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