„Jump diffusion“

Suchergebnisse

382 Treffer

• Tracer diffusion in concentrated lattice gas models. Rectangular lattices with anisotropic jump rates
  Beijeren, Henk van ; Kutner, Ryszard
• A robust numerical method for pricing American options under Kou’s jump-diffusion models based on penalty method
  Gan, Xiaoting ; Yang, Ying ; Zhang, Kun
• Rate-optimal tests for jumps in diffusion processes
  Lee, Taesuk ; Loretan, Mico ; Ploberger, Werner
• Acceleration of Diffusional Jumps of Interstitial Fe with Increasing Ge Concentration in Si1 − x Ge x Alloys Observed by Mössbauer Spectroscopy
  Weyer, G. ; Gunnlaugsson, H. P. ; Bharuth-Ram, K. ; Dietrich, M. ; Mantovan, R. ; Naicker, V. ; Naidoo, D. ; Sielemann, R.
• Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance
  Framstad, N. C. ; Øksendal, B. ; Sulem, A.
• Pricing a class of exotic commodity options in a multi-factor jump-diffusion model
  Crosby, John 2008
• A multi-factor jump-diffusion model for commodities
  Crosby, John 2008
• Structural estimation of jump-diffusion processes in macroeconomics
  Posch, Olaf 2009
• Memory-based State Estimation of T–S Fuzzy Markov Jump Delayed Neural Networks with Reaction–Diffusion Terms
  Song, Xiaona ; Man, Jingtao ; Fu, Zhumu ; Wang, Mi ; Lu, Junwei
• Generalized semiconcavity of the value function of a jump diffusion optimal control problem
  Feleqi, Ermal
• Applied stochastic control of jump diffusions
  Øksendal, Bernt K. ; Sulem, Agnès 2005 Springer
• Stochastic Flows and Jump-Diffusions
  2019 Springer Singapore
• Lévy Jump-Diffusions, Market Models, and Applications
  Jiang, Wen 2019 Scholars' Press
• Continuous Finite-Dimensional Locally Optimal Filtering of Jump Diffusions
  Rudenko, E. A.
• An Actuarial Approach to Reload Option Valuation for a Non-tradable Risk Assets under Jump-diffusion Process and Stochastic Interest Rate
  Xu, Cong-cong ; Xu, Zuo-liang
• Global asymptotic stability of stochastic reaction-diffusion recurrent neural networks with Markovian jumping parameters and mixed delays
  Vidhya, C. ; Dharani, S. ; Balasubramaniam, P.
• A Note on the Hedging of Options by Malliavin Calculus in a Jump-Diffusion Market
  Farnoosh, R. ; Bakhshmohammadlou, M.
• Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process
  Ishikawa, Yasushi ; Yamanobe, Takanobu
• Optimal control of fractional reaction-diffusion equations with Poisson jumps
  Durga, N. ; Muthukumar, P.
• Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes
  Deepa, R. ; Muthukumar, P.