Valuation of Index-Linked Cash Flows in a Heath–Jarrow–Morton Framework

Author: Alm Jonas   Lindskog Filip  

Publisher: MDPI

E-ISSN: 2227-9091|3|3|338-364

ISSN: 2227-9091

Source: Risks, Vol.3, Iss.3, 2015-09, pp. : 338-364

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Abstract