RDP 2011-01: Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
Equation
∫
0
τ
ρ
′
(
I
−
e
−
K
s
)
μ
d
s
=
ρ
′
(
τ
I
+
e
−
K
τ
K
−
1
−
K
−
1
)
μ
=
ρ
′
(
τ
I
−
M
′
1
,
τ
)
μ
,
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