Dataset Groups Activity Stream Merton Jump Diffusion Synthetic Data The dataset used in this paper is a collection of synthetic market data generated via a Merton jump diffusion. BibTex: @dataset{B_Horvath_and_Z_Issa_and_A_Muguruza_2024, abstract = {The dataset used in this paper is a collection of synthetic market data generated via a Merton jump diffusion.}, author = {B. Horvath and Z. Issa and A. Muguruza}, doi = {10.57702/tb3cdhsx}, institution = {No Organization}, keyword = {'Merton jump diffusion', 'financial markets', 'synthetic data'}, month = {dec}, publisher = {TIB}, title = {Merton Jump Diffusion Synthetic Data}, url = {https://service.tib.eu/ldmservice/dataset/merton-jump-diffusion-synthetic-data}, year = {2024} }
