LRydin jumpdiff issues - Githubissues

LRydin / jumpdiff

JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python

MIT License

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Estimating a(x, t) and b(x, t) in the Equation dX(t) = a(x, t) dt + b(x, t) dW(t) + ξdJ(t)

#8 jaeminSon closed 5 days ago
2
Reproducing the results in the exampels fails

#7 sebglom closed 11 months ago
4
Implementing correction by @JChonpca_Huang (#5)

#6 LRydin closed 1 year ago
1
Mistake in `jd_process.py`

#5 JChonpca closed 1 year ago
3
Example notation

#4 kyrgeorgiou closed 2 years ago
2
negative lambda and others

#3 funfwo opened 2 years ago
1
Adding section of the docs on the Q-ratio.

#2 LRydin closed 3 years ago
0
v0.4.2

#1 LRydin closed 3 years ago
0