Results 241 to 250 of about 45,709 (265)

Equivalent and absolutely continuous measure changes for jump-diffusion processes

Annals of Applied Probability, 2005
Patrick Cheridito
exaly  

Pricing exchange options with correlated jump diffusion processes

Quantitative Finance, 2020
Nicola Cufaro Petroni, Piergiacomo Sabino   +1 more
exaly  

Markov chain Monte Carlo inference for Markov jump processes via the linear noise approximation

Philosophical Transactions Series A, Mathematical, Physical, and Engineering Sciences, 2013
Vassilios Stathopoulos, Mark A Girolami
exaly  

Jump processes

2017
openaire   +1 more source

Integro-differential Chapman–Kolmogorov equation for continuous-jump Markov processes and its use in problems of multi-component renewal impulse process excitations

Probabilistic Engineering Mechanics, 2011
Radosław Iwankiewicz
exaly  

Jump Processes

2007
openaire   +1 more source

The Malliavin Calculus for Pure Jump Processes and Applications to Local Time

Annals of Probability, 1986
M Cranston
exaly  

Jump processes

2010
openaire   +1 more source

APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING

Mathematical Finance, 2006
Jin-Chuan Duan, Peter Ritchken
exaly  

Markov Chain Approximations for Symmetric Jump Processes

Potential Analysis, 2007
Moritz Käsmann
exaly