Datasets for testing the performances of jump diffusion models

This article contains datasets related to the research article titled a novel jump diffusion model based on SGT distribution and its applications (”A novel jump diffusion model based on SGT distribution and its applications” (W.J. Xu, G.F. Liu, H.Y. Li, 2016) [1]). The datasets contain continuous co...

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Detalles Bibliográficos
Autores principales: Xu, Weijun, Liu, Guifang, Li, Hongyi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2016
Materias:
Data Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5144646/
https://www.ncbi.nlm.nih.gov/pubmed/27981199
http://dx.doi.org/10.1016/j.dib.2016.11.014

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5144646/
https://www.ncbi.nlm.nih.gov/pubmed/27981199
http://dx.doi.org/10.1016/j.dib.2016.11.014

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