Zobrazeno 1 - 10
of 4 385
pro vyhledávání: '"JUMP processes"'
Autor:
Lu, Yichen1 (AUTHOR) luyc2024@163.com, Song, Ruili1 (AUTHOR) songrl2007@163.com
Publikováno v:
Mathematics (2227-7390). Oct2024, Vol. 12 Issue 20, p3233. 14p.
Autor:
Itkin, Andrey1 aitkin@nyu.edu
Publikováno v:
Journal of Derivatives. Fall2024, Vol. 32 Issue 1, p110-137. 28p.
Autor:
Hu, Wei1 (AUTHOR) huweitest@mail.163.com, Shen, Yu1 (AUTHOR) totoshenyu@163.com, Yang, Fan1 (AUTHOR) yangf_82@163.com, Chang, Zhen2 (AUTHOR) y00450220449@njit.edu.cn, Zhao, Shanglin3 (AUTHOR) shanglinzhao@126.com
Publikováno v:
Mathematics (2227-7390). Sep2024, Vol. 12 Issue 17, p2656. 20p.
Autor:
Brachetta, Matteo1 (AUTHOR), Callegaro, Giorgia2 (AUTHOR), Ceci, Claudia3 (AUTHOR), Sgarra, Carlo4 (AUTHOR) carlo.sgarra@uniba.it
Publikováno v:
Finance & Stochastics. Apr2024, Vol. 28 Issue 2, p453-495. 43p.
Autor:
Huang, Wenli1 (AUTHOR), Zhang, Nan1 (AUTHOR), Chen, Yong2 (AUTHOR), Xu, Yueling1 (AUTHOR) bonniexyl@zufe.edu.cn
Publikováno v:
Emerging Markets Finance & Trade. 2024, Vol. 60 Issue 8, p1670-1690. 21p.
Autor:
Brignone, Riccardo1 (AUTHOR) riccardo.brignone@finance.uni-freiburg.de, Gonzato, Luca2 (AUTHOR), Sgarra, Carlo3 (AUTHOR)
Publikováno v:
Annals of Operations Research. May2024, Vol. 336 Issue 1/2, p275-306. 32p.
Autor:
Frezzato, Diego1 (AUTHOR) diego.frezzato@unipd.it
Publikováno v:
Journal of Chemical Physics. 6/21/2024, Vol. 160 Issue 23, p1-9. 9p.
Autor:
Barron, Yonit1 (AUTHOR) ybarron@ariel.ac.il
Publikováno v:
Mathematics (2227-7390). May2024, Vol. 12 Issue 9, p1341. 29p.
Autor:
Halconruy, Hélène1 (AUTHOR), Marie, Nicolas2 (AUTHOR) nmarie@parisnanterre.fr
Publikováno v:
Annals of the Institute of Statistical Mathematics. Apr2024, Vol. 76 Issue 2, p209-234. 26p.
Autor:
Şahin, Şule1 (AUTHOR) sule.sahin@york.ac.uk, Özen, Selin2 (AUTHOR) ozens@ankara.edu.tr
Publikováno v:
Risks. Mar2024, Vol. 12 Issue 3, p53. 24p.