„Jump diffusion“
Suchergebnisse
382 Treffer
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An Efficient Algorithm for Options Under Merton’s Jump-Diffusion Model on Nonuniform Grids
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Efficient hedging for a complete jump diffusion model
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A multi-parameter regularization approach for estimating parameters in jump diffusion processes
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Non parametric estimation of the jump coefficient of a diffusion with jumps
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Ergodic control of reflected diffusions with jumps
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Telegraph Processes and Option Pricing
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Telegraph processes and option pricing
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A market-based martingale valuation approach to optimum inventory control in a doubly stochastic jump-diffusion economy
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Optimal mean–variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
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A note on strochastic optimal control of reflected diffusions with jumps
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Better than pre-committed optimal mean-variance policy in a jump diffusion market
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Consumption optimization for recursive utility in a jump-diffusion model
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Ordering processes and atomic defects in FeCo
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Determination of the Enhancement Factor of Solvent Diffusion in Dilute Silver-Tin and Silver-Indium Alloys and Critical Calculation of the Vacancy Jump Frequency Ratios
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Fast and Accurate Computation of the Regime-Switching Jump-Diffusion Option Prices Using Laplace Transform and Compact Difference with Convergence Guarantee
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Emergence of spectral line jumps and spectral diffusion in the two-photon correlator of a single impurity center
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Neural Network for Valuing Bitcoin Options Under Jump-Diffusion and Market Sentiment Model
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Erlangization/Canadization of Phase-Type Jump Diffusions, with Applications to Barrier Options
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Consistency conditions for affine term structure models – II. Option pricing under diffusions with embdded jumps
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance