Indifference Pricing of Pure Endowments in a Markov-Modulated Market Model
Data and Resources
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Original MetadataJSON
The json representation of the dataset with its distributions based on DCAT.
Cite this as
Alessandra Cretarola, Benedetta Salterini (2024). Dataset: Indifference Pricing of Pure Endowments in a Markov-Modulated Market Model. https://doi.org/10.57702/v4d06jp1
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.2301.13575 |
| Author | Alessandra Cretarola |
| More Authors |
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| Homepage | https://doi.org/10.1016/j.insmatheco.2020.07.003 |