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Longer titles found: Basic affine jump diffusion (view)

searching for Jump diffusion 15 found (42 total)

Optimal stopping (2,545 words) [view diff] no match in snippet view article find links to article

In mathematics, the theory of optimal stopping or early stopping is concerned with the problem of choosing a time to take a particular action, in order

Plastic crystal (875 words) [view diff] exact match in snippet view article find links to article

orientational degree of freedom may be an almost free rotation, or it may be a jump diffusion between a restricted number of possible orientations, as was shown for

Damir Filipović (1,896 words) [view diff] no match in snippet view article find links to article

August 2005). "Equivalent and absolutely continuous measure changes for jump-diffusion processes". The Annals of Applied Probability. 15 (3). arXiv:math/0508450

Log-t distribution (817 words) [view diff] no match in snippet view article find links to article

1016/j.physa.2010.08.037. S2CID 100313689. Kou, S.G. (August 2022). "A Jump-Diffusion Model for Option Pricing". Management Science. 48 (8): 1086–1101. doi:10

Monte Carlo methods for option pricing (1,646 words) [view diff] exact match in snippet view article find links to article

Clewlow, Chris Strickland and Vince Kaminski: Extending mean-reversion jump diffusion Carriere, Jacques (1996). "Valuation of the early-exercise price for

Asymmetric Laplace distribution (1,883 words) [view diff] no match in snippet view article find links to article

S2CID 120827101. Retrieved 2022-01-30. Kou, S.G. (August 8, 2002). "A Jump-Diffusion Model for Option Pricing". Management Science. 48 (8): 1086–1101. doi:10

Stochastic investment model (260 words) [view diff] exact match in snippet view article find links to article

Sinquefield model Morgan Stanley model Russel–Yasuda Kasai model Smith's jump diffusion model TSM (B & W Deloitte) model Watson Wyatt model Whitten & Thomas

Commodity (2,826 words) [view diff] case mismatch in snippet view article find links to article

related to Commodities. Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality Collection of current and historical commodities

Fabio Mercurio (579 words) [view diff] no match in snippet view article find links to article

135–158. F. Mercurio and W.J. Runggaldier (1993), "Option Pricing for Jump-Diffusion: Approximations and Their Interpretation", Mathematical Finance 3, 191–200

Laplace distribution (2,870 words) [view diff] no match in snippet view article find links to article

Springer. p. 58. ISBN 978-3-030-43327-7. Kou, S.G. (August 8, 2002). "A Jump-Diffusion Model for Option Pricing". Management Science. 48 (8): 1086–1101. doi:10

Hydridonitride (1,684 words) [view diff] exact match in snippet view article find links to article

BUHRER, W; WINKLER, B; CODDENS, G; ESSMANN, R; JACOBS, H (May 1994). "H−-jump diffusion in barium-nitride-hydride Ba2NH". Solid State Ionics. 70–71: 272–277

Fast Fourier transform (7,166 words) [view diff] exact match in snippet view article find links to article

2008). "A revisited and stable Fourier transform method for affine jump diffusion models". Journal of Banking and Finance. 32 (10): 2064–2075. doi:10

Mixture model (7,505 words) [view diff] no match in snippet view article find links to article

model for return data seems reasonable. Sometimes the model used is a jump-diffusion model, or as a mixture of two normal distributions. See Financial economics

Song-Chun Zhu (2,647 words) [view diff] no match in snippet view article find links to article

(DDMCMC) paradigm to traverse the entire state-space by extending the jump-diffusion work of Grenander-Miller. With another Ph.D. student, Adrian Barbu,

Jinqiao Duan (1,202 words) [view diff] no match in snippet view article find links to article

Onsager-Machlup function as Lagrangian for the most probable path of a jump-diffusion process. Nonlinearity, 32 (2019) 3715 - 3741. S. Yuan and J. Duan, Action