Pricing and hedging of inflation-indexed bonds in an affine framework (Q2349617)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging of inflation-indexed bonds in an affine framework |
scientific article |
Statements
Pricing and hedging of inflation-indexed bonds in an affine framework (English)
0 references
17 June 2015
0 references
affine Gaussian processes
0 references
inflation-indexed bonds
0 references
no-arbitrage pricing
0 references
hedging
0 references
market completeness
0 references
0 references
