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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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Publicado no: | Data Brief |
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Main Authors: | , , |
Formato: | Artigo |
Idioma: | Inglês |
Publicado em: |
Elsevier
2016
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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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