Regime-Switching Geometric Brownian Motion Process
收藏DataCite Commons2026-01-07 更新2026-05-05 收录
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https://service.tib.eu/ldmservice/dataset/a62f3c19-a0a5-4fc8-810f-a84fdc371fd4
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资源简介：
The dataset used in this paper is a regime-switching geometric Brownian motion process with two distinct regimes (bullish and bearish markets) with parameter values for each regime as ρ1 = 0.14, ς = 0.16 ρ = -0.01, ς = 0.2.
提供机构：
TIB
创建时间：
2024-12-03
