Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model

The dataset is used to estimate the parameters of a Markov-Modulated Jump-Diffusion Model (MMJDM) for stock prices.

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Cite this as

Bor Reynoso, F. Baltazar-Larios, Laura Eslava (2024). Dataset: Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model. https://doi.org/10.57702/nfm22336

DOI retrieved: December 16, 2024

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Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2211.17220
Author Bor Reynoso
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F. Baltazar-Larios
Laura Eslava