Pricing and hedging GDP-linked bonds in incomplete markets

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Journal of Economic Dynamics and Control 2018 / 1

Pricing and hedging GDP-linked bonds in incomplete markets

Consiglio, Andrea, Zenios, Stavros A.
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Language:
english
Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2018.01.001
Date:
January, 2018
File:
PDF, 1.70 MB
english, 2018
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