„jump-diffusion processes“
Suchergebnisse
1.000+ Treffer
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Asset pricing under rational learning about rare disasters
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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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Applied Stochastic Control of Jump Diffusions
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Applied Stochastic Control of Jump Diffusions
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Stochastic Particle Systems and Optimization - Branching Processes, Mean Field Games and Impulse Control
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Portfolio selection, delta hedging and robustness in Brownian and jump-diffusion models
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Large Deviations Studies for Small Noise Limits of Dynamical Systems Perturbed by Lévy Processes
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Hidden Markov Models with time-continuous output behavior
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Using maximum cross section method for filtering jump-diffusion random processes
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Investment Under Uncertainty in Egypt: A Real-Options Approach
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Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes
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Erratum to: “Stochastic Reaction-diffusion Equations Driven by Jump Processes”
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BaPreStoPro: an R package for Bayesian prediction of stochastic processes
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Bayesian prediction for stochastic processes
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Increasing taxes after a financial crisis – not a bad idea after all...
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A parsimonious model for intraday European option pricing
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Discounted Optimal Stopping for Maxima of some Jump-Diffusion Processes
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Assessing the suitability of the Langevin equation for analyzing measured data through downsampling
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Quasi-Maximum Likelihood for Estimating Structural Models