„Jump-diffusion models“

Suchergebnisse

67 Treffer

• Adaptive Radial Basis Function Methods for Pricing Options Under Jump-Diffusion Models
  Chan, Ron Tat Lung
• On game options and Dynkin games in jump-diffusion models
  Schaik, Cornelis ˜vanœ
• Hidden Markov models with time-continuous output behavior
  Dittmer, Evelyn
• Numerical Analysis Of Stochastic Volatility Jump Diffusion Models – Case Of Options Pricing
  Jraifi, Abdelilah 2014 LAP LAMBERT Academic Publishing
• Using POD methods for Option Pricing with Diffusion Models
  Schnell, Elena 2016 Bibliothek der Universität Konstanz
• Economic Value of Stock Return Models: Evidence from Optimal Portfolio
  Zhou, Ye 2016 LAP LAMBERT Academic Publishing
• Lévy Processes with Applications in Finance
  Panos, Jiri 2016 LAP LAMBERT Academic Publishing