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"Pricing and hedging of inflation-indexed bonds in an affine framework."

Zehra Eksi, Damir Filipovic (2014)

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DOI: 10.1016/J.CAM.2013.10.023

access: open

type: Journal Article

metadata version: 2021-02-16

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Zehra Eksi, Damir Filipovic:
Pricing and hedging of inflation-indexed bonds in an affine framework. J. Comput. Appl. Math. 259: 452-463 (2014)

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