Pricing inflation-linked bonds
Year of publication: |
2010
|
---|---|
Authors: | Falbo, Paolo ; Paris, Francesco ; Pelizzari, Cristian |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 3, p. 279-293
|
Publisher: |
Taylor & Francis Journals |
Subject: | Interest rates | Inflation-linked bonds | Continuous time stochastic models | Inflation rates | Treasury Inflation Protected Securities |
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