„jump-diffusion“
Suchergebnisse
382 Treffer
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Investment Under Uncertainty in Egypt: A Real-Options Approach
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Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes
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Solid Solution Strengthening and Diffusion in Nickel- and Cobalt-based Superalloys
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Kernel based nonparametric coefficient estimation in diffusion models
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Stochastic Modeling of Stock Prices Incorporating Jump Diffusion and Shot Noise Models
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Optionsbewertung in zeitstetigen Sprung-Diffusionsmodellen
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Erratum to: “Stochastic Reaction-diffusion Equations Driven by Jump Processes”
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Correction to: Spectral analysis of the diffusion operator with random jumps from the boundary
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Optimal portfolio choice in jump-diffusion markets with longevity risk
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BaPreStoPro: an R package for Bayesian prediction of stochastic processes
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Bayesian prediction for stochastic processes
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Nonparametric drift estimation in a Lévy driven diffusion model
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Bayesian prediction for a jump diffusion process with application to crack growth in fatigue experiments
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Parameter estimation for the drift of a time-inhomogeneous jump diffusion process
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Increasing taxes after a financial crisis – not a bad idea after all...
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A parsimonious model for intraday European option pricing
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Lipschitz potential estimates for diffusion with jumps
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A jump-diffusion Libor model and its robust calibration
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Spectral calibration of exponential Lévy Models [2]
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Modeling Asset Prices