Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "1260"
  #_source: array:26 [
    "id" => "1260"
    "slug" => "general-equilibrium-pricing-of-cpi-derivatives"
    "yearMonth" => "2005-05"
    "year" => "2005"
    "title" => "General Equilibrium Pricing of CPI Derivatives"
    "description" => "LIOUI, A. et PONCET, P. (2005). General Equilibrium Pricing of CPI Derivatives. <i>Journal of Banking & Finance</i>, pp. 1265-1294."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "PONCET Patrice"
        "bid" => "B00000430"
        "slug" => "poncet-patrice"
      ]
      1 => array:1 [
        "name" => "LIOUI A."
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2020-12-17 17:55:06"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "1265-1294"
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Nous évaluons des contrats forward, futures et d'options dont le sous-jacent est l'Indice des prix à la consommation. Pour ce faire, nous construisons l'équilibre général en temps continu d'une économie monétaire affectée par des chocs réels et nominaux. Les solutions pour le niveau des prix, le taux d'inflation et les prix des produits dérivés sont obtenues dans ce contexte. Des solutions explicites sont obtenues dans un cas particulier."
      "en" => "We value forward, futures and options contracts written on the Consumer Price Index. To this aim, we build the general equilibrium of a continuous time monetary economy affected by both real and nominal shocks. Solutions are derived, for the price level, the inflation rate and CPI derivatives, the latter being expressed inclosed form in a particular case."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-12-22T02:21:49.000Z"
    "docTitle" => "General Equilibrium Pricing of CPI Derivatives"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/poncet-patrice">PONCET Patrice</a>, LIOUI A."
    "docDescription" => "<span class="document-property-authors">PONCET Patrice, LIOUI A.</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2005</span>"
    "keywordList" => ""
    "docPreview" => "<b>General Equilibrium Pricing of CPI Derivatives</b><br><span>2005-05 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">General Equilibrium Pricing of CPI Derivatives</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.028659
  +"parent": null
}