QuantScenarioBench/

qsb-black-scholes

This dataset is a representative benchmark sample generated by QuantScenarioBench, a JAX-native framework for reproducible stochastic market scenario generation. It contains 10,000 independent asset-price paths simulated under the Black-Scholes (Geometric Brownian Motion) model over 252 daily time steps (1 year horizon).

Need a larger or custom dataset? This file is a fixed benchmark sample. To generate datasets at any scale… See the full description on the dataset page: https://huggingface.co/datasets/QuantScenarioBench/qsb-black-scholes.