Pricing Inflation-Indexed Swaps and Swaptions with Markov Regime-Switching Jump-Diffusion Models
Published in SSRN, 2025
Recommended citation: Kai Ding, Yang Shen, Jie Xiong, & Xin Zhang (2025). "Pricing Inflation-Indexed Swaps and Swaptions with Markov Regime-Switching Jump-Diffusion Models." SSRN, abstract 5235810. Under review.
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