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  1. 1
    Estimation and Testing of the Jump Component in Levy Processes
    by Ren, Zhaoxia
    Published 2013
    Subjects: “...Jump-Diffusion Process...”
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  2. 2
    Efficient Monte Carlo methods for pricing of electricity derivatives
    by Nobaza, Linda
    Published 2015
    Subjects: “...Jump-diffusion process...”
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  3. 3
    Dependability Analysis Tool Based on Multi-Dimensional Stochastic Noisy Model for Cloud Computing with Big Data
    by Yoshinobu Tamura, Shigeru Yamada
    Published 2017-12-01
    Subjects: “...Jump diffusion process...”
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    Article
  4. 4
    Project Maintenance Effort Optimization Based on Flexible JDP Model for OSS Fault Big Data
    by Yoshinobu Tamura, Shigeru Yamada
    Published 2020-02-01
    Subjects: “...jump diffusion process...”
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    Article
  5. 5
    Convergence of hitting times for jump-diffusion processes
    by Georgiy Shevchenko
    Published 2015-09-01
    Subjects: “...jump-diffusion process...”
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    Article
  6. 6
    Production control and supplier selection under demand disruptions
    by Xianzhe Chen, Jun Zhang
    Published 2010-12-01
    Subjects: “...supplier selection, demand disruption, simulated annealing, jump diffusion process, analytical...”
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    Article
  7. 7
    Oil Price estimating Under Dynamic Economic Models Using Markov Chain Monte Carlo Simulation Approach
    Subjects: “...jump-diffusion process...”
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    Article
  8. 8
    Testing Jump-Diffusion in Epileptic Brain Dynamics: Impact of Daily Rhythms
    by Jutta G. Kurth, Thorsten Rings, Klaus Lehnertz
    Published 2021-03-01
    Subjects: “...jump-diffusion process...”
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    Article
  9. 9
    Hierarchical Markov Model in Life Insurance and Social Benefit Schemes
    by Jiwook Jang, Siti Norafidah Mohd Ramli
    Published 2018-06-01
    Subjects: “...jump-diffusion process...”
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    Article
  10. 10
    在跳躍擴散過程下評價利率期貨選擇權
    Subjects: “...jump-diffusion process...”
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  11. 11
    Some Financial Applications of Backward Stochastic Differential Equations with jump : Utility, Investment, and Pricing
    by 柏原, 聡, KASHIWABARA, Akira
    Published 2012
    Subjects: “...Jump-diffusion process...”
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  12. 12
    Determination of the carbon market incremental payoff considering a stochastic jump-diffusion process
    Subjects: “...jump-diffusion process...”
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    Article
  13. 13
    A note on uniqueness of parameter identification in a jump diffusion model
    Subjects: “...jump diffusion process...”
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  14. 14
    Constructing <i>C</i><sub>0</sub>-Semigroups via Picard Iterations and Generating Functions: An Application to a Black–Scholes Integro-Differential Operator
    by Marianito R. Rodrigo
    Published 2021-03-01
    Subjects: “...jump-diffusion process...”
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    Article
  15. 15
    Including Jumps in the Stochastic Valuation of Freight Derivatives
    Subjects: “...stochastic jump-diffusion process...”
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    Article
  16. 16
    Jumping hedges on the strength of the Mellin transform
    by Mamon, R.S, Rodrigo, M.
    Published 2022
    Subjects: “...Jump-diffusion process...”
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    Article
  17. 17
    A note on uniqueness of parameter identification in a jump diffusion model
    Subjects: “...jump diffusion process...”
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  18. 18
    Option Pricing with Stochastic Volatility and Jump Diffusion Processes
    by Radu Lupu
    Published 2006-05-01
    Subjects: “...jump-diffusion processes...”
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    Article
  19. 19
    Option Pricing with Stochastic Volatility and Jump Diffusion Processes
    by Radu Lupu
    Published 2006-03-01
    Subjects: “...jump-diffusion processes...”
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    Article
  20. 20
    A Generalization of the Discounted Penalty Function in Ruin Theory
    by Feng, Runhuan
    Published 2008
    Subjects: “...Jump diffusion process...”
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