Valuation of inflation-linked annuities in a Lévy market
Sure Mataramvura
| Year of publication: |
2012
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|---|---|
| Authors: | Mataramvura, Sure |
| Published in: |
Inventi impact: emerging economies. - Bhopal : IJPL, ISSN 2249-0949, ZDB-ID 2681333-6. - 2012, 1, p. 48-62
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| Subject: | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | USA | United States | Indexanleihe | Index-linked bond | 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/10009623013