Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model (2003)
Jarrow, Robert and Yildirim, Yildiray. Journal of Financial and Quantitative Analysis, vol 38, no. 2, June 2003.
/ read moreArchive for December, 2011
Measuring the Level and Uncertainty of Trend Inflation (2011)
by Elmar Mertens. Federal Reserve Board Finance and Economics Discussion Series 2011-42
/ read more