Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model
| Year of publication: |
2003
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|---|---|
| Authors: | Jarrow, Robert ; Yildirim, Yildiray |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 38.2003, 2, p. 337-358
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