Search Results - subject:"Jump diffusion models"

Cai, Ning; Li, Chenxu; Shi, Chao - In: Journal of economic dynamics & control 127 (2021), pp. 1-41

Persistent link: https://www.econbiz.de/10012668507

Gudkov, Nikolay; Ignatieva, Ekaterina - In: Energy economics 98 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10012873255

Mathys, Ludovic - In: The journal of computational finance 24 (2020) 2, pp. 33-76

Persistent link: https://www.econbiz.de/10012543615

Yun, Jaeho - In: Journal of financial econometrics 18 (2020) 1, pp. 24-58

Persistent link: https://www.econbiz.de/10012180381

Cai, Ning; Zhang, Wei - In: Operations research 68 (2020) 4, pp. 965-983

Persistent link: https://www.econbiz.de/10012288340

Shiraya, Kenichiro; Takahashi, Akihiko - In: Mathematics of operations research 44 (2019) 1, pp. 303-333

Persistent link: https://www.econbiz.de/10012001122

Frazier, David T.; Maneesoonthorn, Worapree; Martin, Gael M. - In: International journal of forecasting 35 (2019) 2, pp. 521-539

Persistent link: https://www.econbiz.de/10012300696

Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; … - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 527-573

Persistent link: https://www.econbiz.de/10012127266

Fonseca, José da; Ignatieva, Ekaterina - In: Journal of banking & finance 99 (2019), pp. 45-62

Persistent link: https://www.econbiz.de/10012162294

Merino, Raúl; Pospíšil, Jan; Sobotka, Tomáš; … - In: International journal of theoretical and applied finance 21 (2018) 8, pp. 1-36

Persistent link: https://www.econbiz.de/10011970979

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