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1
by Björk, Tomas
Published 2021
Cambridge University Press
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2
by Kunita, Hiroshi
Published 2019
Springer Nature Singapore
Table of Contents: “... and stochastic flows -- 4.Diffusions, jump-diffusions and heat equations -- 5.Malliavin calculus for Wiener...”
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3
by Øksendal, Bernt, Sulem, Agnès
Published 2019
Springer International Publishing
Table of Contents: “...Preface -- Stochastic Calculus with Lévy Processes -- Financial Markets Modelled by Jump Diffusions...”
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4
by Øksendal, Bernt, Sulem, Agnès
Published 2007
Springer Berlin Heidelberg
Table of Contents: “...Stochastic Calculus with Jump Diffusions -- Optimal Stopping of Jump Diffusions -- Stochastic...”
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5
by Øksendal, Bernt, Sulem, Agnès
Published 2005
Springer Berlin Heidelberg
Table of Contents: “...Stochastic Calculus with Jump diffusions -- Optimal Stopping of Jump Diffusions -- Stochastic...”
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6
by Stentoft, Lars
Published 2020
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...jump-diffusion model...”
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7
by Macci, Claudio
Published 2019
MDPI - Multidisciplinary Digital Publishing Institute
Subjects: “...time-non-homogeneous jump-diffusion processes...”
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8
by Schöne, Max
Published 2015
Springer Fachmedien Wiesbaden
Table of Contents: “...Empirical Analysis of Statistical Commodity Price Properties -- Stochastic Volatility, Jump...”
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9
by Rahimi Tabar, M. Reza
Published 2019
Springer International Publishing
Table of Contents: “... and Non-Vanishing Higher-Order Kramers-Moyal Coefficients -- 12 Jump-Diffusion Processes -- 13 Two...”
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10
by Chiarella, Carl, He, Xue-Zhong, Sklibosios Nikitopoulos, Christina
Published 2015
Springer Berlin Heidelberg
Table of Contents: “... Framework -- 12 Jump-Diffusion Processes -- Option Pricing under Jump-Diffusion Processes -- 14 Partial...”
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11
by Fusai, Gianluca, Roncoroni, Andrea
Published 2008
Springer Berlin Heidelberg
Table of Contents: “... -- Scenario Simulation Using Principal Components -- Parametric Estimation of Jump-Diffusions -- Nonparametric...”
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12
by Kushner, Harold
Published 1990
Birkhäuser
Table of Contents: “... Cost and Optimal Stopping Problems -- 4. Average Cost Per Unit Time -- 5. Jump-Diffusion Processes -- 6...”
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13
Published 2014
Springer US
Table of Contents: “... -- The LIBOR market model: a Markov-switching jump diffusion extension -- Exchange rates and net portfolio...”
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14
by Schmaltz, Christian
Published 2009
Gabler Verlag
“... model. The modelling focus lies on the product cash flow that is described by a jump-diffusion process...”
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15
by Kolokoltsov, Vassili N.
Published 2000
Springer Berlin Heidelberg
Table of Contents: “... probability densities for stable jump-diffusions -- Semiclassical asymptotics for the localised Feller...”
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16
by Yin, G. George, Zhu, Chao
Published 2010
Springer New York
Table of Contents: “... -- Stochastic Volatility Using Regime-Switching Diffusions -- Two-Time-Scale Switching Jump Diffusions...”
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17
Published 2012
Springer US
Table of Contents: “...On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance -- Moving Least Squares...”
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18
Published 2021
Springer International Publishing
Table of Contents: “... Jump-Diffusion Model -- A probabilistic interpretation of conservation and balance laws -- Random...”
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19
by Mastro, Michael A.
Published 2012
Wiley
Table of Contents: “... -- Fourier based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes...”
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20
by Ross, Manuel
Published 2016
Springer International Publishing
“...This thesis provides the first successful study of jump diffusion processes in glasses...”