@misc{mpra1423,
           title = {TIPS Options in the Jarrow-Yildirim model},
          volume = {16(2)},
            year = {2006},
           month = {January},
           pages = {82--83},
        keywords = {Inflation bond option; Jarrow-Yildirim model},
             url = {https://mpra.ub.uni-muenchen.de/1423/},
          author = {Henrard, Marc},
        abstract = {An explicit pricing formula for inflation bond options is proposed in the
Jarrow-Yildirim model. The formula resembles that for coupon bond 
options in the HJM model.}
}