Rational Models for Inflation-Linked Derivatives (Q5144182): Difference between revisions

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+.08804
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+Processes of normal inverse Gaussian type
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+Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration
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+A Fourier Transform Method for Spread Option Pricing
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+THE AFFINE LIBOR MODELS
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+SWAPTION PRICING IN AFFINE AND OTHER MODELS
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+HEAT KERNEL MODELS FOR ASSET PRICING
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+Pricing inflation-indexed derivatives
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+THE MULTI-CURVE POTENTIAL MODEL
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+The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
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+PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS
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+Pricing inflation products with stochastic volatility and stochastic interest rates
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+The affine inflation market models
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