Results 241 to 250 of about 15,601 (265)

Theory of classical diffusion jumps in solids

Physical Review B, 1985
G. Delorenzi, P. Flynn, Jacucci, Gianni, Toller, Marco   +3 more
openaire   +3 more sources

Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions

Management Science, 2017
Michael Fu
exaly  

Pricing Options in Jump-Diffusion Models: An Extrapolation Approach

Operations Research, 2008
Vadim Linetsky, Liming Feng
exaly  

On first passage times of a hyper-exponential jump diffusion process

Operations Research Letters, 2009
Cai Ning
exaly  

Jump Diffusion

2013
openaire   +1 more source

Equivalent and absolutely continuous measure changes for jump-diffusion processes

Annals of Applied Probability, 2005
Damir Filipovic, Patrick Cheridito
exaly  

An iterative method for pricing American options under jump-diffusion models

Applied Numerical Mathematics, 2011
Jari Toivanen
exaly  

An approximation of American option prices in a jump-diffusion model

Stochastic Processes and Their Applications, 1996
Sabrina Mulinacci
exaly  

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
K R Vetzal
exaly