A Market Model for Inflation
Author:
Publisher
Elsevier BV
Reference13 articles.
1. Pricing Convexity Adjustment with Wiener Chaos
2. The Pricing of Options and Corporate Liabilities;F Black;Journal of Political Economy,1973
3. The Market Model of Interest Rate Dynamics;Brace A;Mathematical Finance,1997
4. Interest Rate Models Theory and Practice
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2. Playing in the International Capital Markets, with Practical Examples for Beginners;SSRN Electronic Journal;2018
3. Rational Models for Inflation-Linked Derivatives;SSRN Electronic Journal;2018
4. The affine inflation market models;Applied Mathematical Finance;2017-07-04
5. Pricing and hedging of inflation-indexed bonds in an affine framework;Journal of Computational and Applied Mathematics;2014-03
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