INFLATION, CENTRAL BANK AND SHORT-TERM INTEREST RATES: A NEW MODEL WITH CALIBRATION TO MARKET DATA (Q5061499): Difference between revisions

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-Cristina Costantini
@@ Property / author: Cristina Costantini / rank @@
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@@ Property / author: Cristina Costantini / rank @@
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+Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory
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+Singular risk-neutral valuation equations
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+Q3721531
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+Affine model of inflation-indexed derivatives and inflation risk premium
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+Information, Inflation, and Interest
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+On the use of boundary conditions for variational formulations arising in financial mathematics.
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+Pricing inflation-indexed derivatives
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+The affine inflation market models
@@ Property / cites work: The affine inflation market models / rank @@
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+Multi-factor financial derivatives on finite domains
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+W3214963164
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+Publication:5061499