共 50 条
- [2] Inflation-indexed swaps and swaptions [J]. JOURNAL OF BANKING & FINANCE, 2008, 32 (11) : 2293 - 2306
- [3] On the pricing of inflation-indexed caps [J]. European Actuarial Journal, 2011, 1 (Suppl 2) : 379 - 393
- [7] Pricing inflation-indexed derivatives with default risk [J]. EUROPEAN JOURNAL OF FINANCE, 2018, 24 (15): : 1272 - 1287
- [8] A note on pricing inflation-indexed life annuities [J]. ACTA OECONOMICA, 2007, 57 (04) : 363 - 376
- [9] Bond futures, inflation-indexed bonds, and inflation risk premium [J]. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2014, 28 : 82 - 99
- [10] Inflation-Indexed Bonds and the 7 Expectations Hypothesis [J]. ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 3, 2011, 3 : 139 - 158