✦ LIBER ✦

Jump-diffusion models with constant parameters for financial log-return processes

✍ Scribed by Daniel Synowiec

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of Parameters for Diffusion P

✍ Yasutaka Shimizu; Nakahiro Yoshida 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 447 KB

Nonlinear variational inequalities for j

✍ Loretta Mastroeni; Michele Matzeu 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 129 KB

The Finite-time Ruin Probability for the

✍ Tao Jiang; Hai-feng Yan 📂 Article 📅 2006 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 128 KB

A Closed-Form Solution for the Exercise

✍ Liang, Jin; Yang, Ming; Jiang, Lishang 📂 Article 📅 2013 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 351 KB

The Viterbi Algorithm for Models of Hidd

✍ A. V. Korolev; A. M. Silaev 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 206 KB

Optimal excess-of-loss reinsurance and i

✍ Zhao, Hui; Rong, Ximin; Zhao, Yonggan 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 818 KB