You're currently viewing an old version of this dataset. To see the current version, click here.

Merton Jump Diffusion Synthetic Data

The dataset used in this paper is a collection of synthetic market data generated via a Merton jump diffusion.

Data and Resources

Cite this as

B. Horvath, Z. Issa, A. Muguruza (2024). Dataset: Merton Jump Diffusion Synthetic Data. https://doi.org/10.57702/tb3cdhsx

DOI retrieved: December 3, 2024

Additional Info

Field Value
Created December 3, 2024
Last update December 3, 2024
Defined In https://doi.org/10.48550/arXiv.2110.11848
Author B. Horvath
More Authors
Z. Issa
A. Muguruza