„Jump diffusion“

Suchergebnisse

382 Treffer

• A multigrid method with matrix dependent transfer operators for 3D diffusion problems with jump coefficients
  Zhebel, Elena
• A jump-diffusion Libor model and its robust calibration
  Belomestny, Denis ; Schoenmakers, John 2006 WIAS
• Applied stochastic control of jump diffusions
  Øksendal, Bernt K. ; Sulem, Agnès 2007 Springer
• Inkorrektheitsphänomene und Regularisierung bei der Parameterschätzung für Jump-Diffusions-Prozesse
  Düvelmeyer, Dana
• Numerical Analysis Of Stochastic Volatility Jump Diffusion Models – Case Of Options Pricing
  Jraifi, Abdelilah 2014 LAP LAMBERT Academic Publishing
• A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance
  Savku, Emel ; Weber, Gerhard-Wilhelm
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence
  Liang, Zhibin ; Yuen, Kam Chuen ; Zhang, Caibin
• Convergence of the compensated split-step θ-method for nonlinear jump-diffusion systems
  Tan, Jianguo ; Men, Weiwei
• Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes
  Gaviraghi, Beatrice 2017
• Dynamic asset allocation with loss aversion in a jump-diffusion model
  Mi, Hui ; Bi, Xiu-chun ; Zhang, Shu-Guang
• Solving approximately a prediction problem for stochastic jump-diffusion systems
  Averina, T. A. ; Rybakov, K. A.
• Dissipative Control of Markovian Jumping Genetic Regulatory Networks with Time-Varying Delays and Reaction–Diffusion Driven by Fractional Brownian Motion
  Ma, Yonggang ; Zhang, Qimin ; Li, Xining
• Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events
  Fuh, Cheng-Der ; Teng, Huei-Wen ; Wang, Ren-Her
• Efficient Computation of First Passage Times in Kou’s Jump-diffusion Model
  Belkaid, Abdel ; Utzet, Frederic
• Stochastic Storage Model with Jump-Diffusion
  Vittal, P. R. ; Venkateswaran, M. ; Reddy, P. R. S.
• Stability of coupled impulsive Markovian jump reaction-diffusion systems on networks
  Li, Yanbo ; Kao, Yonggui
• Modelling returns in South Africa using Jump Diffusion Processes
  Mongwe, Wilson 2016 LAP LAMBERT Academic Publishing
• Using POD methods for Option Pricing with Diffusion Models
  Schnell, Elena 2016 Bibliothek der Universität Konstanz
• Range-based estimation of quadratic variation
  Christensen, Kim ; Podolskij, Mark 2006 Universitätsbibliothek Dortmund
• Bipower-type estimation in a noisy diffusion setting
  Podolskij, Mark ; Vetter, Mathias 2009 Universitätsbibliothek Dortmund