Stochastic Volatility for Factor HJM Framework dataset

The dataset used in the paper is the Stochastic Volatility for Factor HJM Framework dataset, which contains the prices of financial instruments.

Data and Resources

Cite this as

Sepp, Rakhmonov (2024). Dataset: Stochastic Volatility for Factor HJM Framework dataset. https://doi.org/10.57702/task3n56

DOI retrieved: December 2, 2024

Additional Info

Field Value
Created December 2, 2024
Last update December 2, 2024
Defined In https://doi.org/10.48550/arXiv.2401.15728
Author Sepp
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Rakhmonov
Homepage https://example.com/stochastic-volatility-dataset