„Jump diffusion“
Suchergebnisse
382 Treffer
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Regularity of transition densities and ergodicity for affine jump‐diffusions
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Stochastic Reaction-diffusion Equations Driven by Jump Processes
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Howard’s algorithm for high-order approximations of American options under jump-diffusion models
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Direct Assessment of Ultralow Li+ Jump Rates in Single Crystalline Li3N by Evolution-Time-Resolved 7Li Spin-Alignment Echo NMR
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Energetically preferred Li+ ion jump processes in crystalline solids: Site-specific hopping in β-Li3VF6 as revealed by high-resolution 6Li 2D EXSY NMR
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Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
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Influence of Nb, Ta and Zr on the Interdiffusion Coefficients and Solid Solution Strengthening of γ-TiAl Single Phase Alloys
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Separation of timescales for the seed bank diffusion and its jump-diffusion limit
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Mechanism of molybdenum sorption to iron oxides using pressure‐jump relaxation
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MAPLE for Jump-Diffusion Stochastic Differential Equations in Finance
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DG Method for Pricing European Options under Merton Jump-Diffusion Model
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Direct Assessment of Ultralow Li + Jump Rates in Single Crystalline Li 3 N by Evolution‐Time‐Resolved 7 Li Spin‐Alignment Echo NMR
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On partially observed jump diffusions III: regularity of the filtering density
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Conservation property of symmetric jump-diffusion processes
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Analytical solution of the Dupire-like equation in calibration to the generalized stochastic volatility jump-diffusion model for option pricing
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Invariant cones for jump-diffusions in infinite dimensions
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Bernt Øksendal and Agnès Sulem (2005) applied stochastic control of jump diffusions ISBN 3-540-14023-9, Springer Berlin
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Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift
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Self-diffusion in simple models: Systems with long-range jumps
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Structural credit risk models with stochastic default barriers and jump clustering using Hawkes jump-diffusion processes