Convexity adjustments `a la malliavin` dataset

doi:doi:10.57702/p6pwlx6v

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.

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Cite this as

Garcia-Lorite, Merino (2024). Dataset: Convexity adjustments `a la malliavin` dataset. https://doi.org/10.57702/p6pwlx6v

DOI retrieved: December 2, 2024

Additional Info

Field	Value
Created	December 2, 2024
Last update	December 2, 2024
Defined In	https://doi.org/10.48550/arXiv.2401.15728
Author	Garcia-Lorite
More Authors	Merino
Homepage	https://example.com/convexity-adjustments-dataset