Quotation Eksi-Altay, Zehra, Filipovic, Damir. 2014. Pricing and Hedging of Inflation-Indexed Bonds in an Affine Framework. Journal of Computational and Applied Mathematics, 259 (B), 452-463.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Journal of Computational and Applied Mathematics
Citation Index SCI
Language English
Title Pricing and Hedging of Inflation-Indexed Bonds in an Affine Framework
Volume 259
Number B
Year 2014
Page from 452
Page to 463
Reviewed? Y
URL http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2342209
DOI https://doi.org/10.1016/j.cam.2013.10.023
Open Access N

Associations

People
Eksi-Altay, Zehra (Details)
External
Filipovic, Damir (EPFL Lausanne, Switzerland)
Organization
Finance, Accounting and Statistics DP (Details)
Institute for Statistics and Mathematics IN (Details)
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