Search Results - subject:"Jump Diffusion"

Song, Shiyu; Wang, Yongjin; Xu, Guangli - In: Mathematics and financial economics 14 (2020) 2, pp. 225-247

Persistent link: https://www.econbiz.de/10012240142

Cheang, Gerald H. L.; Garces, Len Patrick Dominic M. - In: Quantitative finance 20 (2020) 2, pp. 291-310

Persistent link: https://www.econbiz.de/10012194867

Chen, Dianfa; Deng, Jun; Feng, Jianfen; Zou, Bin - In: Quantitative finance 20 (2020) 4, pp. 669-689

Persistent link: https://www.econbiz.de/10012194914

Lin, Chao-Yang; Liu, Huimei; Lee, Jia-Ching; Lin, Shih-kuei - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 4, pp. 840-859

Persistent link: https://www.econbiz.de/10012211508

Cufaro Petroni, Nicola; Sabino, Piergiacomo - In: Quantitative finance 20 (2020) 11, pp. 1811-1823

Persistent link: https://www.econbiz.de/10012313516

Ernst, Philip A.; Rogers, Leonard C. G. - In: Mathematics of operations research 45 (2020) 4, pp. 1193-1209

Persistent link: https://www.econbiz.de/10012319656

Zhen, Fang; Zhang, Jin E. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-19

Persistent link: https://www.econbiz.de/10012299592

Ma, Yong; Pan, Dongtao; Wang, Tianyang - In: Quantitative finance 20 (2020) 6, pp. 949-967

Persistent link: https://www.econbiz.de/10012262652

Hoyle, Edward; Macrina, Andrea; Mengütürk, Levent Ali - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-35

Persistent link: https://www.econbiz.de/10012271037

Le Courtois, Olivier; Quittard-Pinon, François; Su, … - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 303-339

Persistent link: https://www.econbiz.de/10012285401

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