Results 301 to 310 of about 928,276 (315)

Jump diffusion model

2011
openaire   +2 more sources

Robust $H_{\infty}$ Adaptive Fuzzy Tracking Control for MIMO Nonlinear Stochastic Poisson Jump Diffusion Systems

IEEE Transactions on Cybernetics, 2019
Chien-Feng Wu, Bor-Sen Chen
exaly  

Calibration and hedging under jump diffusion

Review of Derivatives Research, 2007
Peter A Forsyth, K R Vetzal
exaly  

Synchronization of stochastic Markovian jump neural networks with reaction-diffusion terms

Neurocomputing, 2012
Qian Ma
exaly  

On the Numerical Evaluation of Option Prices in Jump Diffusion Processes

European Journal of Finance, 2007
Peter Carr
exaly  

Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market

Journal of Banking and Finance, 2019
JOSÉ Da Fonseca, Katja Ignatieva
exaly  

Pricing variance swaps under the Hawkes jump‐diffusion process

Journal of Futures Markets, 2019
Weiyi Liu, Song-Ping Zhu
exaly  

A jump diffusion model for spot electricity prices and market price of risk

Physica A: Statistical Mechanics and Its Applications, 2013
Ramaprasad Bhar
exaly  

Jump-Diffusion Model

2008
openaire   +1 more source

Jump diffusion processes

2017
openaire   +1 more source