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Inflation
  • Market Models for Inflation , F.Ahmad (2008)
  • Pricing Inflation-Indexed Derivatives Using the Extended Vasicek Model of Hull and White , A.Stewart (2007)
  • Inflation-Linked Derivatives , M.Dodgson, D.Kainth (2006)
  • Pricing Inflation-Indexed Options with Stochastic Volatility , F. Mercurio, N. Moreni (2005)
  • Valuation of Inflation-Indexed Derivatives with three factor model , L.Malvaez (2005)
  • Reconciling Year on Year and Zero Coupon Inflation Swap: A Market Model Approach , N.Belgrade, E.Benhamou (2004)
  • Impact of Seasonality in Inflation Derivatives Pricing , N.Belgrade, E.Benhamou (2004)
  • Pricing Inflation-Indexed Derivatives , F. Mercurio (2004)
  • A Market Model for Inflation , E.Belgrade, E.Benhamou, E.Koehler (2004)
  • Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model , R.A.Jarrow, Y.Yildrim (2003)





















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