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  1. Øksendal, Bernt K. [Author]; Sulem, Agnès [Author]

    Applied stochastic control of jump diffusions

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    Berlin; Heidelberg [u.a.]: Springer, c 2005

    Published in: Universitext

  3. Cont, Rama [Author]; Tankov, Peter [Author]

    Financial modelling with jump processes

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    Boca Raton, Fla. [u.a.]: Chapman & Hall/CRC, 2004

    Published in: Chapman & Hall/CRC financial mathematics series

  6. Mai, Hilmar [Author] ; Küchler, Uwe [Degree supervisor]; Reiß, Markus [Degree supervisor]; Sørensen, Michael [Degree supervisor]

    Drift estimation for jump diffusions : time-continuous and high-frequency observations

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    Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012

  10. Abraham, Rebecca [Author]; El-Chaarani, Hani [Author]

    A mathematical formulation of the valuation of ether and ether derivatives as a function of investor sentiment and price jumps

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 12 vom: Dez., Artikel-ID 591, Seite 1-20

  13. Härdle, Wolfgang Karl [Author]; Lopez Cabrera, Brenda [Author]; Melzer, Awdesch [Author]

    Pricing wind power futures

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    Humboldt-Universität zu Berlin, 2021-06-26

  15. De Oliveira Gomes, André [Author] ; Högele, Michael [Contributor]; Imkeller, Peter [Contributor]; Becherer, Dirk [Contributor]

    Large Deviations Studies for Small Noise Limits of Dynamical Systems Perturbed by Lévy Processes ; Dissertation zur Erlangung des akademischen Grades doctor rerum naturalium im Fach Mathematik der Humboldt-Universitat zu Berlin

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    Humboldt-Universität zu Berlin, 2018-04-13

  16. Mai, Hilmar [Author] ; Küchler, Uwe [Contributor]; Reiß, Markus [Contributor]; Sørensen, Michael [Contributor]

    Drift estimation for jump diffusions ; time-continuous and high-frequency observations

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012-10-08

  18. Guerdouh, Dalila [Author]; Khelfallah, Nabil [Author]; Vives, Josep [Author]

    Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 3 vom: März, Artikel-ID 143, Seite 1-19