Pricing and hedging GDP-linked bonds in incomplete markets

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Authors: Andrea Consiglio, Stavros A. Zenios

Journal title: Journal of Economic Dynamics and Control

Journal number: 88

Journal publisher: Elsevier BV

Published year: 2018

Published pages: 137-155

DOI identifier: 10.1016/j.jedc.2018.01.001

ISSN: 0165-1889