Market-consistent valuation of inflation-linked liabilities

Additional Metadata
Keywords	Inflation risk; inflation-linked derivatives; JY model; LMM
Thesis Advisor	Wel, M. van der
Persistent URL	hdl.handle.net/2105/55727
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Roza, J.V. (2020, December 14). Market-consistent valuation of inflation-linked liabilities. Econometrie. Retrieved from http://hdl.handle.net/2105/55727

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