„Jump diffusion“
Suchergebnisse
382 Treffer
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Rate of convergence of the Euler approximation for diffusion processes with jumps
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Diffusion coefficient of vacancies and jump length of electrons in Co1−xZn x Fe2O4 ferrites
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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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Spectral analysis of the diffusion operator with random jumps from the boundary
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Jump-diffusion international asset allocation
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Viability property of jump diffusion processes on manifolds
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Affine POD Galerkin Schemes for Option Pricing in Jump-Diffusion Models
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A Hyper-Erlang Jump-Diffusion Process and Applications in Finance
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Adaptive Radial Basis Function Methods for Pricing Options Under Jump-Diffusion Models
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Distribution of Functionals of Special Diffusions with Jumps
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On the asymptotic stability of a class of jump-diffusions of neutral type with impulses
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Jump diffusion in the strong-collision model on deformable substrate potential
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Ein Jump-Diffusion-Modell mit zwei Zinsraten – Bewertung, Hedging, Investitions- und Shortfallproblem
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American-style Asian Options Under Jump-diffusion Processes
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Volterra integral equations for the determination of diffusion coefficients in fast pressure jump sorption kinetics experiments
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The diffusion limit for reversible jump processes on Zd [Zd] with ergodic random bond conductivities
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Impulse control for jump diffusions: viscosity solutions of quasi variational inequalities and applications in bank risk management
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On game options and Dynkin games in jump-diffusion models
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Hidden Markov models with time-continuous output behavior