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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2016
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| Materias: | |
| 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 |