Statsmodels API

1

Table of Contents

1. statsmodels.api
2. Basic Documentation
3. Main modules of interest
4. Other modules of interest
5. statsmodel.sandbox
6. statsmodel.sandbox2
7. From official doc

Statsmodels API

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6. statsmodel.sandbox2 »
6.11.3. statsmodels.sandbox.tsa.diffusion2 »
6.11.3.3.5. statsmodels.sandbox.tsa.diffusion2.JumpDiffusionMerton »
6.11.3.3.5.1.2. statsmodels.sandbox.tsa.diffusion2.JumpDiffusionMerton.simulate
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6.11.3.3.5.1.2. statsmodels.sandbox.tsa.diffusion2.JumpDiffusionMerton.simulate¶

JumpDiffusionMerton.simulate(m, s, lambd, a, D, ts, nrepl)[source]¶

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