Pages that link to "Item:Q4821616"
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The following pages link to Financial Modelling with Jump Processes (Q4821616):
Displaying 50 items.
- Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895) (← links)
- Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (Q488944) (← links)
- Quantile estimation for Lévy measures (Q491922) (← links)
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
- Calculations of greeks for jump diffusion processes (Q493354) (← links)
- A critical fractional equation with concave-convex power nonlinearities (Q494143) (← links)
- Modeling mortality and pricing life annuities with Lévy processes (Q495501) (← links)
- Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps. (Q499030) (← links)
- Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise (Q501514) (← links)
- On nonlocal quasilinear equations and their local limits (Q501636) (← links)
- A transformed jump-adapted backward Euler method for jump-extended CIR and CEV models (Q503350) (← links)
- Existence and multiplicity of positive solutions for fractional Schrödinger equations with critical growth (Q505216) (← links)
- Majorization, 4G theorem and Schrödinger perturbations (Q505982) (← links)
- Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
- Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
- A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
- Exploring the dynamics of financial markets: from stock prices to strategy returns (Q508286) (← links)
- Local well-posedness for the tropical climate model with fractional velocity diffusion (Q510033) (← links)
- Periodic solutions for a superlinear fractional problem without the Ambrosetti-Rabinowitz condition (Q513998) (← links)
- Generalized fractional Laplace motion (Q514123) (← links)
- Clustered Lévy processes and their financial applications (Q515759) (← links)
- A moment-matching Ferguson \& Klass algorithm (Q517368) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Infinitely many radial and non-radial solutions for a fractional Schrödinger equation (Q520824) (← links)
- Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004) (← links)
- Consumption optimization for recursive utility in a jump-diffusion model (Q524899) (← links)
- Representation of solutions and large-time behavior for fully nonlocal diffusion equations (Q525960) (← links)
- A Hopf's lemma and a strong minimum principle for the fractional \(p\)-Laplacian (Q525989) (← links)
- Monotonicity of solutions for some nonlocal elliptic problems in half-spaces (Q526944) (← links)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729) (← links)
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- Entropy solution theory for fractional degenerate convection-diffusion equations (Q540345) (← links)
- Equilibrium preference free pricing of derivatives under the generalized beta distributions (Q541594) (← links)
- Pricing of the time-change risks (Q543799) (← links)
- The speed of convergence of the threshold estimator of integrated variance (Q544491) (← links)
- Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale (Q548107) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- Nonparametric estimation for Lévy processes from low-frequency observations (Q605855) (← links)
- Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589) (← links)
- Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth (Q615505) (← links)
- A numerical analysis of American options with regime switching (Q618604) (← links)
- Multivariate supOU processes (Q627238) (← links)
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
