Pricing European and American Derivatives under a Jump-Diffusion ...

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Numerical solution of jump-diffusion LIBOR market models · 2014. 7. 30. · Jump-diffusion LIBOR market models 3 This paper addresses the numerical solution, through discretization

Numerical solution of jump-diffusion LIBOR market models · 2014. 7. 30. · Jump-diffusion LIBOR market models 3 This paper addresses the numerical solution, through discretization

Locals to Chas Tic Jump Diffusion

Locals to Chas Tic Jump Diffusion

Jump-Diffusion Risk-Sensitive Asset Management

Jump-Diffusion Risk-Sensitive Asset Management

Non-parametric calibration of jump–diffusion option pricing …rama/papers/entropy.pdfWe present a non-parametric method for calibrating jump–diffusion and, more generally, exponential

Non-parametric calibration of jump–diffusion option pricing …rama/papers/entropy.pdfWe present a non-parametric method for calibrating jump–diffusion and, more generally, exponential

JUMP DIFFUSION MODELS Karina Mignone Option Pricing under Jump Diffusion.

JUMP DIFFUSION MODELS Karina Mignone Option Pricing under Jump Diffusion.

PARAMETER ESTIMATION IN MERTON JUMP DIFFUSION MODEL …

PARAMETER ESTIMATION IN MERTON JUMP DIFFUSION MODEL …

IDENTIFYING SYSTEMATIC JUMP RISK IN FUTURESagecon.okstate.edu/faculty/publications/5015.pdfIdentifying Systematic Jump Risk in Futures A variety of multivariate jump-diffusion models

IDENTIFYING SYSTEMATIC JUMP RISK IN FUTURESagecon.okstate.edu/faculty/publications/5015.pdfIdentifying Systematic Jump Risk in Futures A variety of multivariate jump-diffusion models

Nonparametric calibration of jump-diffusion option pricing ...

Nonparametric calibration of jump-diffusion option pricing ...

Reliability Analysis Based on Jump Diffusion Model for an Open Source Software

Reliability Analysis Based on Jump Diffusion Model for an Open Source Software

Introduction to Merton Jump Diffusion Model

Introduction to Merton Jump Diffusion Model

Matthew's Jump Diffusion Review

Matthew's Jump Diffusion Review

PRICING POWER DERIVATIVES: A TWO-FACTOR JUMP-DIFFUSION APPROACH

PRICING POWER DERIVATIVES: A TWO-FACTOR JUMP-DIFFUSION APPROACH

Regime-Switching Jump-Diffusion Processes with Countable ...

Regime-Switching Jump-Diffusion Processes with Countable ...

Optimal Portfolio Problem for Stochastic-Volatility, Jump ...homepages.math.uic.edu/~hanson/pub/BFS08/bfs08... · Optimal Portfolio Problem for Stochastic-Volatility, Jump-Diffusion

Optimal Portfolio Problem for Stochastic-Volatility, Jump ...homepages.math.uic.edu/~hanson/pub/BFS08/bfs08... · Optimal Portfolio Problem for Stochastic-Volatility, Jump-Diffusion

MATHEMATICAL MODELING OF FRACTIONAL REACTION-DIFFUSION SYSTEMS WITH DIFFERENT ORDER TIME DERIVATIVES

MATHEMATICAL MODELING OF FRACTIONAL REACTION-DIFFUSION SYSTEMS WITH DIFFERENT ORDER TIME DERIVATIVES

A Jump Diffusion Model for Agricultural Commodities with ... · PDF fileA Jump Diffusion Model for ... support from Agricultural Experiment Station at South Dakota State ... based

A Jump Diffusion Model for Agricultural Commodities with ... · PDF fileA Jump Diffusion Model for ... support from Agricultural Experiment Station at South Dakota State ... based

Option pricing and hedging in jump diffusion modelsuu.diva-portal.org/smash/get/diva2:320832/FULLTEXT01.pdfThere are rather extensive studies in the jump -diffusion model. As early

Option pricing and hedging in jump diffusion modelsuu.diva-portal.org/smash/get/diva2:320832/FULLTEXT01.pdfThere are rather extensive studies in the jump -diffusion model. As early

Numerical Valuation of Euro and American Options under Kou's Jump-Diffusion Model

Numerical Valuation of Euro and American Options under Kou's Jump-Diffusion Model

Modeling Jump Diffusion in Zeolites: II. Applications

Modeling Jump Diffusion in Zeolites: II. Applications

Option pricing and hedging in jump diffusion models

Option pricing and hedging in jump diffusion models