Results 251 to 260 of about 15,601 (265)

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

Neurocomputing, 2012
Qian Ma
exaly  

Doubly perturbed jump-diffusion processes

Journal of Mathematical Analysis and Applications, 2009
Jiaowan Luo
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
Katja Ignatieva, JOSÉ Da Fonseca
exaly  

Diffusion and Jump-Diffusion Processes

openaire   +1 more source

Pricing variance swaps under the Hawkes jump‐diffusion process

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

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

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

Stability for multidimensional jump-diffusion processes

Stochastic Processes and Their Applications, 1999
exaly  

Multifrequency Jump-Diffusions

2008
Laurent E. Calvet, Adlai J. Fisher
openaire   +1 more source

Jump diffusion model

2011
openaire   +2 more sources