Quotation Eksi-Altay, Zehra, Filipovic, Damir. 2012. Pricing and Hedging of Inflation-indexed Bonds in an Affine Framework. ICACM - International Conference on Applied and Computational Mathematics, Ankara, Türkei, 03.10-06.10.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Pricing and Hedging of Inflation-indexed Bonds in an Affine Framework
Event ICACM - International Conference on Applied and Computational Mathematics
Year 2012
Date 03.10-06.10
Country Turkey
Location Ankara
URL http://icacm.iam.metu.edu.tr/ocs/index.php/icacm/2012/paper/viewFile/208/205

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Eksi-Altay, Zehra (Details)
External
Filipovic, Damir (Switzerland)
Organization
Institute for Statistics and Mathematics IN (Details)
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