Pricing and Hedging GDP-Linked Bonds in Incomplete Markets

Andrea Consiglio () and Stavros Zenios

Working Papers from University of Pennsylvania, Wharton School, Weiss Center

Date: 2017
References: Add references at CitEc
Citations: View citations in EconPapers (2)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Pricing and hedging GDP-linked bonds in incomplete markets (2018)
Working Paper: Pricing and hedging GDP-linked bonds in incomplete markets (2018)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ecl:upafin:17-02

Access Statistics for this paper

More papers in Working Papers from University of Pennsylvania, Wharton School, Weiss Center Contact information at EDIRC.
Bibliographic data for series maintained by ().