The following pages link to A PDE approach to jump-diffusions (Q2994851):
Displaying 13 items.
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing (Q375333) (← links)
- Calibration and hedging under jump diffusion (Q375525) (← links)
- Time-fractional and memoryful \(\Delta^{2^{k}}\) SIEs on \(\mathbb{R}_{+}\times\mathbb{R}^{d}\): how far can we push white noise? (Q485985) (← links)
- L-Kuramoto-Sivashinsky SPDEs in one-to-three dimensions: L-KS kernel, sharp Hölder regularity, and Swift-Hohenberg law equivalence (Q496773) (← links)
- Characteristic functions and option valuation in a Markov chain market (Q651452) (← links)
- Stochastic differential equations with diffusion and jumps modeling currency markets (Q845088) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation (Q2158595) (← links)
- Forward equations for option prices in semimartingale models (Q2516772) (← links)
- The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations (Q3423710) (← links)
- Splitting and matrix exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps (Q4586441) (← links)
- Joint distribution of a Lévy process and its running supremum (Q4684955) (← links)
