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~person:"Zhang, Joshua Xingzhi"
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Search: person:"Mercurio, Fabio"
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Zhang, Joshua Xingzhi
Mercurio, Fabio
87
Brigo, Damiano
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Risk : managing risk in the world's financial markets
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Pricing Inflation Derivatives
Zhang, Joshua Xingzhi
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2012
Persistent link: https://www.econbiz.de/10013102005
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Inflation derivatives - Reducing approximation error in LPI swaps - Brody, Crosby & Li (2008) introduced a quasi-analytical method to price limited price index (LPI) swaps with the...
Zhang, Joshua Xingzhi
;
Mercurio, Fabio
- In:
Risk : managing risk in the world's financial markets
24
(
2011
)
4
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pp. 76-80
Persistent link: https://www.econbiz.de/10008996124
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