Pricing and Hedging of Inflation-Indexed Bonds in an Affine Framework

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	452 - 463
Fachzeitschrift	Journal of Computational and Applied Mathematics
Jahrgang	259
Ausgabenummer	B
DOIs	https://doi.org/10.1016/j.cam.2013.10.023
Publikationsstatus	Veröffentlicht - 2014

Zugriff auf Dokument

@article{49e9977d77c743ec8d675b1ebe76671e,

title = "Pricing and Hedging of Inflation-Indexed Bonds in an Affine Framework",

author = "Zehra Eksi-Altay and Damir Filipovic",

year = "2014",

doi = "10.1016/j.cam.2013.10.023",

language = "English",

volume = "259",

pages = "452 -- 463",

journal = "Journal of Computational and Applied Mathematics",

issn = "0377-0427",

publisher = "Elsevier",

number = "B",

}

TY - JOUR

T1 - Pricing and Hedging of Inflation-Indexed Bonds in an Affine Framework

AU - Eksi-Altay, Zehra

AU - Filipovic, Damir

PY - 2014

Y1 - 2014

UR - http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2342209

U2 - 10.1016/j.cam.2013.10.023

DO - 10.1016/j.cam.2013.10.023

M3 - Journal article

SN - 0377-0427

VL - 259

SP - 452

EP - 463

JO - Journal of Computational and Applied Mathematics

JF - Journal of Computational and Applied Mathematics

IS - B

ER -