"Rational Models for Inflation-Linked Derivatives."

Henrik T. Dam et al. (2020)

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DOI: 10.1137/18M1235764

access: closed

type: Journal Article

metadata version: 2021-01-09

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Henrik T. Dam, Andrea Macrina, David Skovmand, David Sloth:
Rational Models for Inflation-Linked Derivatives. SIAM J. Financial Math. 11(4): 974-1006 (2020)

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