„Jump-diffusion models“
Suchergebnisse
1.000+ Treffer
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On the estimation of regime-switching Lévy models
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Perpetual convertible bonds in jump-diffusion models
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Portfolio selection, delta hedging and robustness in Brownian and jump-diffusion models
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Hidden Markov Models with time-continuous output behavior
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Pricing and Hedging under High-Dimensional Jump-Diffusion Models using Partial Differential Equations
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A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual itocks
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A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks
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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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A parsimonious model for intraday European option pricing
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Spectral calibration of exponential Lévy Models [2]
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Modeling Asset Prices
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Spectral calibration of exponential Lévy Models [1]
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How Computational Statistics Became the Backbone of Modern Data Science
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Perpetual Barrier Options in Jump-Diffusion Models
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Confidence sets in nonparametric calibration of exponential Lévy models
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Quasi-Maximum Likelihood for Estimating Structural Models
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A Simulation and Empirical Study of the Maximum Likelihood Estimator for Stochastic Volatility Jump-Diffusion Models
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Numerical solution of jump-diffusion LIBOR market models
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Fourth-Order Compact Finite Difference Scheme for American Option Pricing Under Regime-Switching Jump-Diffusion Models