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Merton Jump Diffusion Synthetic Data

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

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Cite this as

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

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Additional Info

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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