„Jump diffusion“
Suchergebnisse
382 Treffer
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Finite Horizon Optimal Dividend and Reinsurance Problem Driven by a Jump-Diffusion Process with Controlled Jumps
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Probing diffusional jumps in ordered compounds by anelastic relaxation spectroscopy
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Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes
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Analytical and Numerical Solution for the Time Fractional Black-Scholes Model Under Jump-Diffusion
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Ill‐posedness and multi‐parameter regularization in an identification problem for jump diffusion processes
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State estimation for delayed genetic regulatory networks with reaction diffusion terms and Markovian jump
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Hybrid master equation for jump-diffusion approximation of biomolecular reaction networks
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The Mechanism of the Molecular Reorientation in Water
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Telegraph Processes and Option Pricing
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Asymptotic Expansions of Transition Densities for Hybrid Jump-diffusions
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Monte Carlo simulation of diffusion and reaction in water radiolysis – a study of reactant `jump through' and jump distances
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On the first exit time from an interval for diffusions with jumps
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Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing
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Nonequilibrium Linear Response for Markov Dynamics, I: Jump Processes and Overdamped Diffusions
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Threshold estimation for jump-diffusions under small noise asymptotics
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Covariation estimation for multi-dimensional Lévy processes based on high-frequency observations
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Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data
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Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes
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A note on uniqueness of parameter identification in a jump diffusion model
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Some stability results of parameter identification in a jump diffusion model