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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Boyle, Phelim P."
~person:"Chiang, Mi-Hsiu"
~person:"Christie-David, Rohan"
~subject:"Yield curve"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
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