Pages that link to "Item:Q983262"
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The following pages link to Numerical solution of stochastic differential equations with jumps in finance (Q983262):
Displaying 50 items.
- On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps (Q2035526) (← links)
- Multiple yield curve modelling with CBI processes (Q2037767) (← links)
- Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure (Q2048833) (← links)
- An Italian perspective on the development of financial mathematics from 1992 to 2008 (Q2072109) (← links)
- Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
- An approximate solution for stochastic Burgers' equation driven by white noise (Q2085012) (← links)
- Data-driven modeling of the temporal evolution of breakers' states in the French electrical transmission grid (Q2085135) (← links)
- A simplified weak simulation method for the probabilistic response analysis of nonlinear random vibration problems (Q2085694) (← links)
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- Optimization of stochastic jump diffusion systems nonlinear in the control (Q2096165) (← links)
- An approximation method for stochastic heat equation driven by white noise (Q2101361) (← links)
- Modelling nutrient deposition from intensive agricultural practices (Q2109873) (← links)
- Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
- A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (Q2132650) (← links)
- Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh (Q2143096) (← links)
- Computing the invariant distribution of randomly perturbed dynamical systems using deep learning (Q2149015) (← links)
- Adaptive density tracking by quadrature for stochastic differential equations (Q2152700) (← links)
- Optimal harvesting of a competitive n-species stochastic model with delayed diffusions (Q2160673) (← links)
- An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations (Q2178394) (← links)
- Numerical solution of Itô-Volterra integral equation by least squares method (Q2181672) (← links)
- Using maximum cross section method for filtering jump-diffusion random processes (Q2187855) (← links)
- Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation (Q2196039) (← links)
- Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure (Q2203973) (← links)
- \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes (Q2229525) (← links)
- Sufficient conditions for terminal invariance of stochastic jump diffusion systems (Q2229532) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427) (← links)
- Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
- Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
- A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations (Q2278208) (← links)
- Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (Q2284760) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- Multilevel path simulation to jump-diffusion process with superlinear drift (Q2311806) (← links)
- An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
- Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
- Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach (Q2320119) (← links)
- On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence (Q2320278) (← links)
- Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises (Q2333224) (← links)
- Optimal harvesting of a stochastic logistic model with time delay (Q2344108) (← links)
- Optimal harvesting policy for a stochastic predator-prey model (Q2349264) (← links)
- Numerical treatment of stochastic models used in statistical systems and financial markets (Q2389518) (← links)
- The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
- Exact simulation problems for jump-diffusions (Q2513661) (← links)
- On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
- Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation (Q2665547) (← links)
- A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515) (← links)
- Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)
- Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
- Stochastic optimal and time-optimal control studies for additional food provided prey-predator systems involving Holling type III functional response (Q2689322) (← links)
- \( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters (Q2689632) (← links)
