Skip to contents Øksendal, Bernt K. [Author]; Sulem, Agnès [Author] Applied stochastic control of jump diffusions - [2. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2007 Published in: Universitext Øksendal, Bernt K. [Author]; Sulem, Agnès [Author] Applied stochastic control of jump diffusions Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, c 2005 Published in: Universitext Cont, Rama [Author]; Tankov, Peter [Author] Financial modelling with jump processes Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Boca Raton, Fla. [u.a.]: Chapman & Hall/CRC, 2004 Published in: Chapman & Hall/CRC financial mathematics series Hanson, Floyd B. [Author] Applied stochastic processes and control for jump-diffusions : modeling, analysis, and computation Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Philadelphia: Society for Industrial and Applied Mathematics, 2007 Published in: Advances in design and control ; 13 Alm, Sven Erick [Author] On the rate of convergence in diffusion approximation of jump Markov processes Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Uppsala: Univ., Dep. of Math., 1978 Published in: Matematiska Institutionen: Report ; 1978,8 Juma, Mussa [Author]; Lee, Min Cherng [Author]; Chin, Seong Tah [Author]; Liew, Kian Wah [Author] Evaluation of variable annuity guarantees with the effect of jumps in the asset price process Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Abingdon: Taylor & Francis, 2017 Funke, Benedikt [Author] ; Woerner, Jeannette H. C. [Degree supervisor]; Dehling, Herold [Other] Kernel based nonparametric coefficient estimation in diffusion models Books View online Schließen > Access https://d-nb.info/1111103275/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dortmund: Universitätsbibliothek Dortmund, 2015 Crosby, John [Author] A multi-factor jump-diffusion model for commodities Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2008 Rolloos, Frido [Author] Implied Volatility in Stochastic Volatility Models With Jump to Default Books View online Schließen > Access https://ssrn.com/abstract=4319391 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Hainaut, Donatien [Author] An actuarial approach for modeling pandemic risk Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021 Chen, Guanting [Author]; Shkolnik, Alexander [Author]; Giesecke, Kay [Author] Unbiased Simulation Estimators for Multivariate Jump-Diffusions Books View online Schließen > Access https://ssrn.com/abstract=3955213 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Belomestrny, Denis [Author]; Schoenmakers, John G.M. [Author] A jump-diffusion Libor model and tits robust calibration - [published Version] Books View online Schließen > Links https://oa.tib.eu/renate/handle/123456789/3277 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2006 Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik , Volume 1113, ISSN 0946-8633 HONG, Yi [Author]; Jin, Xing [Author] Jump-Diffusion Volatility Models for Variance Swaps : An Empirical Performance Analysis Books View online Schließen > Access https://ssrn.com/abstract=4229995 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Maneesoonthorn, Worapree [Author]; Martin, Gael M. [Author]; Forbes, Catherine Scipione [Author] High-frequency jump tests : which test should we use? - [(Revised working paper 17/18)] Books View online Schließen > Access https://www.monash.edu/business/ebs/research/publications/ebs/wp03-2020.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, January 2020 Published in: Monash University: Working paper ; 2020,3 Chondrogiannis, Ilias [Author]; Freeman, Mark [Author]; Vivian, Andrew [Author] Are Fund Managers Incentivised to Ignore Stock Market Jumps? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3918785 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Hilliard, Jimmy E. [Author]; Ngo, Julie T. D. [Author] Bitcoin : jumps, convenience yields, and option prices Articles View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Quantitative finance ; 22(2022), 11, Seite 2079-2091 Hainaut, Donatien [Author] An actuarial approach for modeling pandemic risk Articles View online Schließen > Access https://www.mdpi.com/2227-9091/9/1/3/pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Risks ; 9(2021), 1/3 vom: Jan., Seite 1-28 Ewald, Christian-Oliver [Author] ; Zou, Yihan [Other] Analytic Formulas for Futures and Options for a Linear Quadratic Jump Diffusion Model with Stochastic Convenience Yield and Seasonality : Do Fish Jump? Books View online Schließen > Access https://ssrn.com/abstract=3549778 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Ignazio, Vincenzo [Author] ; Da Lio, Francesca [Contributor]; Soner, Mete H. [Contributor]; Teichmann, Josef [Contributor] Mean Field Game Partial Differential Equations and Measured Valued Jump Diffiusons Thesis View online Schließen > Links https://hdl.handle.net/20.500.11850/450396 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. ETH Zurich, 2020 Hillman, Timothy [Author]; Zhang, Nan [Author]; Jin, Zhuo [Author] Real-option valuation in a finite-time, incomplete market with jump diffusion and investor-utility inflation Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018
Øksendal, Bernt K. [Author]; Sulem, Agnès [Author] Applied stochastic control of jump diffusions - [2. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2007 Published in: Universitext
Øksendal, Bernt K. [Author]; Sulem, Agnès [Author] Applied stochastic control of jump diffusions Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, c 2005 Published in: Universitext
Cont, Rama [Author]; Tankov, Peter [Author] Financial modelling with jump processes Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Boca Raton, Fla. [u.a.]: Chapman & Hall/CRC, 2004 Published in: Chapman & Hall/CRC financial mathematics series
Hanson, Floyd B. [Author] Applied stochastic processes and control for jump-diffusions : modeling, analysis, and computation Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Philadelphia: Society for Industrial and Applied Mathematics, 2007 Published in: Advances in design and control ; 13
Alm, Sven Erick [Author] On the rate of convergence in diffusion approximation of jump Markov processes Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Uppsala: Univ., Dep. of Math., 1978 Published in: Matematiska Institutionen: Report ; 1978,8
Juma, Mussa [Author]; Lee, Min Cherng [Author]; Chin, Seong Tah [Author]; Liew, Kian Wah [Author] Evaluation of variable annuity guarantees with the effect of jumps in the asset price process Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Abingdon: Taylor & Francis, 2017
Funke, Benedikt [Author] ; Woerner, Jeannette H. C. [Degree supervisor]; Dehling, Herold [Other] Kernel based nonparametric coefficient estimation in diffusion models Books View online Schließen > Access https://d-nb.info/1111103275/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Dortmund: Universitätsbibliothek Dortmund, 2015
Crosby, John [Author] A multi-factor jump-diffusion model for commodities Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2008
Rolloos, Frido [Author] Implied Volatility in Stochastic Volatility Models With Jump to Default Books View online Schließen > Access https://ssrn.com/abstract=4319391 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Hainaut, Donatien [Author] An actuarial approach for modeling pandemic risk Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021
Chen, Guanting [Author]; Shkolnik, Alexander [Author]; Giesecke, Kay [Author] Unbiased Simulation Estimators for Multivariate Jump-Diffusions Books View online Schließen > Access https://ssrn.com/abstract=3955213 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Belomestrny, Denis [Author]; Schoenmakers, John G.M. [Author] A jump-diffusion Libor model and tits robust calibration - [published Version] Books View online Schließen > Links https://oa.tib.eu/renate/handle/123456789/3277 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2006 Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik , Volume 1113, ISSN 0946-8633
HONG, Yi [Author]; Jin, Xing [Author] Jump-Diffusion Volatility Models for Variance Swaps : An Empirical Performance Analysis Books View online Schließen > Access https://ssrn.com/abstract=4229995 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Maneesoonthorn, Worapree [Author]; Martin, Gael M. [Author]; Forbes, Catherine Scipione [Author] High-frequency jump tests : which test should we use? - [(Revised working paper 17/18)] Books View online Schließen > Access https://www.monash.edu/business/ebs/research/publications/ebs/wp03-2020.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, January 2020 Published in: Monash University: Working paper ; 2020,3
> Access https://www.monash.edu/business/ebs/research/publications/ebs/wp03-2020.pdf Show more show less
Chondrogiannis, Ilias [Author]; Freeman, Mark [Author]; Vivian, Andrew [Author] Are Fund Managers Incentivised to Ignore Stock Market Jumps? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3918785 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Hilliard, Jimmy E. [Author]; Ngo, Julie T. D. [Author] Bitcoin : jumps, convenience yields, and option prices Articles View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Quantitative finance ; 22(2022), 11, Seite 2079-2091
Hainaut, Donatien [Author] An actuarial approach for modeling pandemic risk Articles View online Schließen > Access https://www.mdpi.com/2227-9091/9/1/3/pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Risks ; 9(2021), 1/3 vom: Jan., Seite 1-28
Ewald, Christian-Oliver [Author] ; Zou, Yihan [Other] Analytic Formulas for Futures and Options for a Linear Quadratic Jump Diffusion Model with Stochastic Convenience Yield and Seasonality : Do Fish Jump? Books View online Schließen > Access https://ssrn.com/abstract=3549778 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Ignazio, Vincenzo [Author] ; Da Lio, Francesca [Contributor]; Soner, Mete H. [Contributor]; Teichmann, Josef [Contributor] Mean Field Game Partial Differential Equations and Measured Valued Jump Diffiusons Thesis View online Schließen > Links https://hdl.handle.net/20.500.11850/450396 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. ETH Zurich, 2020
Hillman, Timothy [Author]; Zhang, Nan [Author]; Jin, Zhuo [Author] Real-option valuation in a finite-time, incomplete market with jump diffusion and investor-utility inflation Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018
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