Open Access
Table 3
The impact of matrix Q and the interest rate mortality dependence on risk-free asset prices in the Wishart process
|
|
Price |
|---|---|---|
| -0.01 | -0.294 221 0 | 6.658 698 2 |
| -0.006 | -0.244 746 8 | 7.090 873 4 |
| 0 | 0 | 6.935 373 8 |
| 0.006 | 0.244 746 8 | 6.381 516 7 |
| 0.01 | 0.294 221 0 | 5.657 111 0 |
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