Rational Models for Inflation-Linked Derivatives
Year of publication: |
2020
|
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Authors: | Dam, Henrik |
Other Persons: | Macrina, Andrea (contributor) ; Skovmand, David (contributor) ; Sloth, David (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Derivat | Derivative | Indexanleihe | Index-linked bond | Rationalität | Rationality | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: SIAM Journal on Financial Mathematics Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 15, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3110835 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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