Pricing treasury inflation protected securities and related derivatives using an HJM model

Journal of Financial and Quantitative Analysis

Volumn 38, Issue 2, 2003, Pages 337-358

  Jarrow, Robert ^a   Yildirim, Yildiray ^b  

^a The Samuel Curtis Johnson Graduate School of Management   (United States)

^b SYRACUSE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038464572     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/4126754     Document Type: Article

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