Datasets for testing the performances of jump diffusion models
This article contains datasets related to the research article titled a novel jump diffusion model based on SGT distribution and its applications (”A novel jump diffusion model based on SGT distribution and its applications” (W.J. Xu, G.F. Liu, H.Y. Li, 2016) [1]). The datasets contain continuous co...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2017-02-01
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| Series: | Data in Brief |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352340916306746 |