Affine model of inflation-indexed derivatives and inflation risk premium
Year of publication: |
2014
|
---|---|
Authors: | Ho, Hsiao-Wei ; Huang, Henry H. ; Yildirim, Yildiray |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 235.2014, 1, p. 159-169
|
Publisher: |
Elsevier |
Subject: | Inflation-indexed derivatives | Inflation risk premium | Affine models |
-
Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei, (2014)
-
A non-knotty inflation risk premium model
Vicente, José Valentim Machado, (2021)
-
A non-knotty inflation risk premium model
Vicente, José Valentim Machado, (2023)
- More ...
-
Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei, (2014)
-
Capital structure and the substitutability versus complementarity nature of leases and debt
Ambrose, Brent William, (2019)
-
Affine Model of Inflation-Indexed Derivatives and Inflation Risk Premium
Ho, Hsiao-Wei, (2012)
- More ...