Stochastic volatility dataset

The dataset used in the paper is a stochastic volatility dataset.

Data and Resources

Cite this as

Minh-Ngoc Tran, Paco Tseng, Robert Kohn (2024). Dataset: Stochastic volatility dataset. https://doi.org/10.57702/dgw3bqgy

DOI retrieved: December 16, 2024

Additional Info

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Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2303.13930
Author Minh-Ngoc Tran
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Paco Tseng
Robert Kohn