„jump-diffusion processes“
Suchergebnisse
98 Treffer
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Implicit–explicit numerical schemes for jump–diffusion processes
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Rate-optimal tests for jumps in diffusion processes
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Structural estimation of jump-diffusion processes in macroeconomics
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Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes
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Credit Risk Modeling – With Stochastic Volatility, Jumps and Stochastic Interest Rates
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Option Pricing Under Jump-Diffusion Processes with Regime Switching
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Rate of convergence of the Euler approximation for diffusion processes with jumps
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Heat kernels and analyticity of non-symmetric jump diffusion semigroups
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Blow-up for Stochastic Reaction-Diffusion Equations with Jumps
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Viability property of jump diffusion processes on manifolds
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American-style Asian Options Under Jump-diffusion Processes
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The diffusion limit for reversible jump processes on Zd [Zd] with ergodic random bond conductivities
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Hidden Markov models with time-continuous output behavior
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Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes
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Stochastic Storage Model with Jump-Diffusion
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Modelling returns in South Africa using Jump Diffusion Processes
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Range-based estimation of quadratic variation
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Lévy Processes with Applications in Finance