exponential jump-diffusion model is proposed. Theorems stated in the paper enable estimation of the model’s parameters, detection …. In the research, a double exponential jump distribution is applied to model downward and upward jumps. Bayesian double …

/credit business portfolios, we represent its net worth by appropriate L´evy processes, and solve explicitly for the double exponential … jump diffusion process. In particular, for the spectrally negative case, we generalize the formulation using the scale …