Pricing and hedging GDP-linked bonds in incomplete markets

Andrea Consiglio, Stavros A. Zenios

Year of publication:	2018
Authors:	Consiglio, Andrea ; Zenios, Stauros Andrea
Publisher:	Luxembourg : ESM
Subject:	Contingent bonds \| debt restructuring \| asset pricing \| incomplete markets \| risk premia \| stochastic programming \| super-replication \| Unvollkommener Markt \| Incomplete market \| Hedging \| Risikoprämie \| Risk premium \| Anleihe \| Bond \| CAPM \| Optionspreistheorie \| Option pricing theory \| Öffentliche Anleihe \| Public bond \| Stochastischer Prozess \| Stochastic process

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