Pricing Inflation-Linked Derivatives by a Two-Process Hull-White Model: Comparing Different Calibration Methods

Additional Metadata
Keywords	Inflation; Derivatives; Hull-White; Calibration; Pricing
Thesis Advisor	Reuvers, JWN
Persistent URL	hdl.handle.net/2105/65825
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	Molenaar, J.M. (2022, December). Pricing Inflation-Linked Derivatives by a Two-Process Hull-White Model: Comparing Different Calibration Methods. Econometrie. Retrieved from http://hdl.handle.net/2105/65825

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