Results 281 to 290 of about 10,689,983 (306)

Pricing variance swaps under the Hawkes jump‐diffusion process

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

Is a pure jump process fitting the high frequency data better than a jump-diffusion process?

Journal of Statistical Planning and Inference, 2013
Xin-Bing Kong
exaly  

RobustL2−L∞filtering for a class of dynamical systems with nonhomogeneous Markov jump process

International Journal of Systems Science, 2015
Fei Liu, Yanyan Yin, Kok Lay Teo
exaly  

Jump processes

2010
openaire   +1 more source

Optimal liquidation with jump-diffusion process

International Journal of Applied Decision Sciences, 2021
exaly   +2 more sources

Quantum mechanical model for two-state jump Markovian process

Physics Letters, Section A: General, Atomic and Solid State Physics, 2008
Masashi Ban, Sachiko Kitajima, Fumiaki Shibata   +2 more
exaly  

Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds

Journal of Computational and Applied Mathematics, 2020
Selin Özen, Sule Şahin
exaly  

Distributional representations and dominance of a Lévy process over its maximal jump processes

Bernoulli, 2016
Boris Buchmann
exaly  

Convergence of an impulsive storage process with jump switchings

Ukrainian Mathematical Journal, 2009
Igor Samoilenko
exaly  

Jump processes

2017
openaire   +1 more source