Results 251 to 260 of about 10,047 (263)

Pricing arithmetic Asian options under jump diffusion CIR processes

Finance Research Letters, 2020
Hyun Jin Jang, Jiwook Jang
exaly  

Nonlinear jump diffusion processes

2017
openaire   +1 more source

Weak Euler Approximation for Itô Diffusion and Jump Processes

Stochastic Analysis and Applications, 2015
R Mikulevičius, Changyong Zhang
exaly  

A new approach to quantitative propagation of chaos for drift, diffusion and jump processes

Probability Theory and Related Fields, 2013
Stéphane Mischler, Clement Mouhot, Bernt Wennberg   +2 more
exaly  

Optimal Dividend Payouts Under Jump-Diffusion Risk Processes

Stochastic Models, 2009
Jiezhong Zou
exaly  

Existence and uniqueness of perturbed reflected jump diffusion processes

Stochastic Analysis and Applications, 2017
Hua Zhang
exaly  

On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes

SIAM Journal on Control and Optimization, 2017
Fubao Xi, Chao Zhu
exaly  

Remarks on the transformation of Ito's formula for jump-diffusion processes

JSIAM Letters, 2015
Naohiro Yoshida
exaly  

On the Numerical Evaluation of Option Prices in Jump Diffusion Processes

European Journal of Finance, 2007
Peter Carr
exaly  

Jump-diffusion models with constant parameters for financial log-return processes

Computers and Mathematics With Applications, 2008
exaly