Dataset Groups Activity Stream Convexity adjustments `a la malliavin` dataset The dataset used in the paper is the Convexity adjustments a la malliavin dataset, which contains the convexity adjustments of financial instruments. BibTex: @dataset{Garcia-Lorite_and_Merino_2024, abstract = {The dataset used in the paper is the Convexity adjustments `a la malliavin` dataset, which contains the convexity adjustments of financial instruments.}, author = {Garcia-Lorite and Merino}, doi = {10.57702/p6pwlx6v}, institution = {No Organization}, keyword = {'Convexity', 'financial markets', 'malliavin'}, month = {dec}, publisher = {TIB}, title = {Convexity adjustments `a la malliavin` dataset}, url = {https://service.tib.eu/ldmservice/dataset/convexity-adjustments--a-la-malliavin--dataset}, year = {2024} }
