„jump-diffusion“
Suchergebnisse
1.000+ Treffer
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Sampled-data synchronization of randomly coupled reaction–diffusion neural networks with Markovian jumping and mixed delays using multiple integral approach
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Asset pricing under rational learning about rare disasters
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Time‐resolved and Site‐specific Insights into Migration Pathways of Li + in α‐Li 3 VF 6 by 6 Li 2D EXSY NMR Spectroscopy
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Optimal investment strategies under the relative performance in jump-diffusion markets
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Optimal investment strategies under the relative performance in jump-diffusion markets
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Nonlinear Equations of Correlated Jump Diffusion Derived in the Context of Hydrogen Migration in a Metal
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On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes
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On the estimation of regime-switching Lévy models
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Parametric estimation of risk neutral density functions
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Applied Stochastic Control of Jump Diffusions
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Applied Stochastic Control of Jump Diffusions
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Kreditderivate und Kreditrisikomodelle – Eine mathematische Einführung
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Applied stochastic control of jump diffusions
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Pricing of options over time-fractional Black-Scholes jump-diffusion model with the methodology of NIPG
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Non-zero-sum linear quadratic stochastic differential games with jump diffusion and input delay: an asymmetric information framework
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Quantile hedging and its application to life insurance
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Perpetual convertible bonds in jump-diffusion models
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Efficient hedging for a complete jump-diffusion model
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An efficient sparse grid Galerkin approach for the numerical valuation of basket options under Kou's jump-diffusion model
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Exact simulation of Brownian diffusions with drift admitting jumps