General equilibrium pricing of CPI derivatives
Abraham Lioui; Patrice Poncet
| Year of publication: |
2005
|
|---|---|
| Authors: | Lioui, Abraham ; Poncet, Patrice |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 5, p. 1265-1294
|
| Subject: | Verbraucherpreisindex | Consumer price index | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Inflation | Risikoprämie | Risk premium | Geldpolitik | Monetary policy | Allgemeines Gleichgewicht | General equilibrium | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002628958