Results 241 to 250 of about 10,047 (263)
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Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes
International Review of Economics and Finance, 2020Xingchun Wang
exaly
Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes
Applied Mathematical Finance, 2021Piergiacomo Sabino +1 more
exaly
A reusable discounting framework under jump-diffusion process
Expert Systems with Applications, 2022Ling Peng, Peter E. Kloeden
openaire +1 more source
Pricing exchange options with correlated jump diffusion processes
Quantitative Finance, 2020Nicola Cufaro Petroni +1 more
exaly
Jump-Diffusion Processes with Regime Switching
2022Nikita Ratanov, Alexander D. Kolesnik
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Stability of regime-switching jump diffusion processes
Journal of Mathematical Analysis and Applications, 2020Jinghai Shao, Fubao Xi
exaly
Pricing defaultable bonds under Hawkes jump-diffusion processes
Finance Research Letters, 2022Yong Ma, Weilin Xiao
exaly
Equivalent and absolutely continuous measure changes for jump-diffusion processes
Annals of Applied Probability, 2005Patrick Cheridito
exaly