Search results
From MaRDI portal
- 2020-07-03 Paper Stability of regime-switching jump diffusion processes 2020-01-20 Paper Regime-switching jump diffusions with non-Lipschitz coefficients and countably...10 bytes (17 words) - 17:51, 9 December 2023
- self-exciting jump-diffusion 2022-07-15 Paper Optimal convergence rates for the invariant density estimation of jump-diffusion processes 2022-02-16 Paper...10 bytes (16 words) - 10:56, 6 October 2023
- options with Hawkes jump diffusion processes 2021-06-09 Paper Valuation of equity-indexed annuities under correlated jump-diffusion processes 2021-06-03 Paper...10 bytes (16 words) - 18:18, 24 September 2023
- Recurrence and transience for jump–diffusion processes 2001-05-20 Paper Stability for multidimensional jump-diffusion processes 2001-01-17 Paper https://portal...10 bytes (18 words) - 19:39, 8 December 2023
- Asian Options under Jump Diffusion 2005-09-22 Paper Robust numerical methods for contingent claims under jump diffusion processes 2005-03-21 Paper A penalty...10 bytes (16 words) - 21:45, 24 September 2023
- functions for symmetric Markov processes via heat kernel 2017-02-03 Paper Escape rate of symmetric jump-diffusion processes 2016-09-22 Paper Lower Escape...10 bytes (16 words) - 03:55, 7 October 2023
- under mixed-exponential jump diffusion model 2018-11-13 Paper Structural credit risk modelling with Hawkes jump diffusion processes 2016-04-18 Paper Ambiguity...10 bytes (16 words) - 03:06, 25 September 2023
- ergodic jump diffusion processes via contrast function 2021-07-15 Paper Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic...10 bytes (16 words) - 05:33, 7 October 2023
- coefficients of a diffusion with jumps 2019-12-17 Paper Adaptive nonparametric drift estimation of an integrated jump diffusion process 2019-01-28 Paper Nonparametric...10 bytes (16 words) - 20:13, 13 December 2023
- Stability of regime-switching jump diffusion processes 2020-01-20 Paper First passage probabilities of one-dimensional diffusion processes 2015-07-21 Paper...10 bytes (16 words) - 03:07, 25 September 2023
- Perpetual Exchange Options under Jump-Diffusion Dynamics 2018-09-18 Paper APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES 2015-07-23 Paper The representation...10 bytes (20 words) - 19:40, 24 September 2023
- Problems for Matrix-Exponential Jump-Diffusion Processes 2012-07-08 Paper On the discounted penalty at ruin in a jump-diffusion model 2011-05-06 Paper A note...10 bytes (18 words) - 08:51, 6 October 2023
- risk-neutral processes in jump-diffusion commodity futures models 2016-09-12 Paper Estimation of risk-neutral processes in single-factor jump-diffusion interest...10 bytes (18 words) - 11:12, 7 October 2023
- exchange options in a rough jump-diffusion market 2022-10-06 Paper Fractional Hawkes processes 2022-08-18 Paper Continuous time processes for finance. Switching...10 bytes (16 words) - 16:46, 10 December 2023
- calculus of variations for jump processes 2013-07-23 Paper Optimal Stopping Problem Associated with Jump-diffusion Processes 2012-09-07 Paper Composition...10 bytes (16 words) - 01:20, 25 September 2023
- threshold-kernel estimation of jump diffusion processes 2021-05-03 Paper Bayesian inference on volatility in the presence of infinite jump activity and microstructure...10 bytes (20 words) - 14:03, 7 October 2023
- uncertain Markovian jump systems with time-varying delays 2020-08-20 Paper On first passage times of sticky reflecting diffusion processes with double exponential...10 bytes (16 words) - 03:18, 7 October 2023
- jump-diffusion processes with regime switching 2016-11-11 Paper On jump-diffusion processes with regime switching: martingale approach 2016-01-21 Paper Hypo-exponential...10 bytes (18 words) - 11:24, 11 December 2023
- ``Constructions of coupling processes for Lévy processes 2011-10-11 Paper Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes 2011-07-26 Paper...10 bytes (17 words) - 22:36, 9 December 2023
- Estimator for Diffusion Processes with Jumps 2018-10-08 Paper Bandwidth selection of nonparametric threshold estimator in jump-diffusion models 2017-08-09...10 bytes (17 words) - 02:19, 11 December 2023
