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50 积分 2026-05-12 加入
A volatility-varying and jump-diffusion Merton type model of interest rate risk
26天前
已完结
Probabilistic inference of equity option prices under jump-diffusion processes
26天前
已完结
Pricing competitiveness of jump-diffusion option pricing models: evidence from recent financial upheavals
26天前
已完结
Option pricing using jump diffusion model: a case of stock markets of selected east African countries
26天前
已完结
Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes
26天前
已完结
Tails, Fears, and Risk Premia
1个月前
已完结
MARKET RISK OF INVESTMENT IN US SUBPRIME CRISIS: COMPARISON OF A PURE DIFFUSION AND A PURE JUMP MODEL
1个月前
已完结
Saddlepoint Approximations for Hawkes Jump-Diffusion Processes with an Application to Risk Management*
1个月前
已完结