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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...

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Detalhes bibliográficos
Publicado no:Data Brief
Main Authors: Xu, Weijun, Liu, Guifang, Li, Hongyi
Formato: Artigo
Idioma:Inglês
Publicado em: Elsevier 2016
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5144646/
https://ncbi.nlm.nih.gov/pubmed/27981199
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.dib.2016.11.014
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