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LQG homing for jump-diffusion processes

2014
openaire   +3 more sources

Cyclically Two Dimensional Jump Diffusion Process Modeling

Yoshinobu Tamura, Shigeru Yamada
openaire   +1 more source

American Call Options under Jump-Diffusion Processes

2014
openaire   +1 more source
diffusion processes
jump processes
fos: mathematics
mathematics - probability
jump-diffusion
probability math.pr
8. economic growth
stochastic differential equations
brownian motion
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