„Jump diffusion“

Suchergebnisse

382 Treffer

• Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models
  Moon, Jun
• A jump-diffusion Libor model and tits robust calibration
  Belomestrny, Denis ; Schoenmakers, John G.M. 2006 Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
• Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity
  Duan, Pingtao ; Liu, Yuting ; Ma, Zhiming
• Long jumps contribution to the adatom diffusion process near the step edge: The case of Ag/C u (110)
  Sbiaai, Khalid ; Boughaleb, Yahia ; Kara, Abdelkader ; Touhtouh, Samira ; Sahraoui, Bouchta
• Optimization of Stochastic Jump Diffusion Systems Nonlinear in the Control
  Khrustalev, M. M. ; Tsarkov, K. A.
• Large deviation principle for a mixed fractional and jump diffusion process
  Diatta, Raphaël ; Manga, Clément ; Diédhiou, Alassane
• Pointwise Second-Order Necessary Conditions for Stochastic Optimal Control with Jump Diffusions
  Ghoul, Abdelhak ; Hafayed, Mokhtar ; Lakhdari, Imad Eddine ; Meherrem, Shahlar
• Intermittent Control for Synchronization of Markov Jump Inertial Neural Networks with Reaction–Diffusion Terms via Non-reduced-Order Method
  Hu, Dongxiao ; Song, Xiaona ; Li, Xingru ; Ma, Jianwei
• Linking Diffusion–Viscosity Decoupling and Jump Dynamics in a Hydroxyl‐Functionalized Ionic Liquid: Realization of Microheterogeneous Nature of the Medium
  Das, Sudhir Kumar ; Majhi, Debashis ; Sahu, Prabhat Kumar ; Sarkar, Moloy
• Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data
  Ye, Xuguo ; Zhao, Yanyong ; Lin, Jinguan ; Long, Weifang
• Correction on “Optimal portfolio selection when stock prices follow an jump-diffusion process”
  Guo, Wenjing ; Xu, Chengming
• A new approach to quantitative propagation of chaos for drift, diffusion and jump processes
  Mischler, Stéphane ; Mouhot, Clément ; Wennberg, Bernt
• On parabolic inequalities for generators of diffusions with jumps
  Bogachev, Vladimir I. ; Röckner, Michael ; Shaposhnikov, Stanislav V.
• Large Deviations for a Slow–Fast System with Jump-Diffusion Processes
  Yang, Xiaoyu ; Xu, Yong ; Jiao, Zhe
• Optimal DC Pension Management Under Inflation Risk With Jump Diffusion Price Index and Cost of Living Process
  Zhang, Xiaoyi
• Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models
  Chen, Yong
• A martingale method for the convergence of a sequence of processes to a jump-diffusion process
  Kushner, Harold J.
• Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations
  Li, Na ; Xiong, Jie ; Yu, Zhiyong
• Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model
  Guambe, Calisto ; Kufakunesu, Rodwell ; Zyl, Gusti van ; Beyers, Conrad
• Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models
  Chen, Yong