Inflation breakeven in the Jarrow and Yildirim model and...

Inflation breakeven in the Jarrow and Yildirim model and resulting pricing formulas

Cipollini, Alessandro, Canty, Paul
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Volume:
13
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2010.503711
Date:
February, 2013
File:
PDF, 592 KB
english, 2013
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