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Search: subject:"jump diffusion"
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Stochastischer Prozess
298
Stochastic process
294
Optionspreistheorie
292
Option pricing theory
286
Volatilität
179
Volatility
178
Option trading
97
Optionsgeschäft
97
Portfolio-Management
83
Jump diffusion
82
Portfolio selection
82
Theorie
81
Theory
74
jump diffusion
67
CAPM
61
Markov chain
61
Markov-Kette
59
Jump-diffusion
57
jump-diffusion
56
Derivat
52
Derivative
52
Monte Carlo simulation
44
Jump-diffusion process
40
Monte-Carlo-Simulation
39
Option pricing
35
Börsenkurs
33
Share price
32
Stochastic volatility
32
Risiko
30
Risk
30
Black-Scholes model
29
Black-Scholes-Modell
28
Capital income
28
Kapitaleinkommen
28
Schätztheorie
28
Schätzung
28
Estimation
27
jump-diffusion model
27
stochastic volatility
26
Hedging
25
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Undetermined
376
Free
223
CC license
8
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552
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354
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59
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38
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7
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503
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225
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4
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Lleo, Sébastien
17
Davis, Mark H. A.
16
Chiarella, Carl
11
Ziogas, Andrew
9
Cai, Ning
7
Hainaut, Donatien
7
Lin, Shih-kuei
7
Platen, Eckhard
7
Söhl, Jakob
7
Mason, Charles F.
6
Rodrigues, Paulo Jorge Maurício
6
Seeger, Norman
6
Xiao, Tim
6
Belomestny, Denis
5
Ignatieva, Ekaterina
5
Jang, Jiwook
5
Jin, Xing
5
Kostrzewski, Maciej
5
Maneesoonthorn, Worapree
5
Martin, Gael M.
5
Nguyen, Duy
5
Siu, Tak Kuen
5
Stübinger, Johannes
5
Uppal, Raman
5
Wilmot, Neil A.
5
Yang, Hailiang
5
Yun, Jaeho
5
Zou, Bin
5
Aboura, Sofiane
4
Björk, Tomas
4
Boss, Michael
4
Brigo, Damiano
4
Bruti-Liberati, Nicola
4
Cheang, Gerald H. L.
4
Creel, Michael D.
4
Das, Sanjiv R.
4
Dotsis, George
4
Fabozzi, Frank J.
4
Forbes, Catherine Scipione
4
Kahl, Christian
4
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Finance Discipline Group, Business School
8
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
8
Society for Computational Economics - SCE
7
EconWPA
4
HAL
4
Henley Business School, University of Reading
3
Université Paris-Dauphine (Paris IX)
3
C.E.P.R. Discussion Papers
2
CESifo
2
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
2
Department of Economics and Business, Universitat Pompeu Fabra
2
Econometric Society
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
London School of Economics and Political Science
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Swiss Finance Institute
2
University of Bonn, Germany
2
Wirtschaftswissenschaftliches Zentrum <Basel>
2
World Scientific Publishing Co. Pte. Ltd.
2
Agricultural and Applied Economics Association - AAEA
1
BANCO DE LA REPÚBLICA
1
Banca d'Italia
1
Banco de la Republica de Colombia
1
Bank for International Settlements (BIS)
1
Center for Economic Research <Minneapolis, Minn.>
1
Colwell, David , Banking & Finance, Australian School of Business, UNSW
1
Cowles Foundation for Research in Economics, Yale University
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Department of Economics, Adam Smith Business School
1
Department of Economics, Iowa State University
1
Department of Economics, University of Kansas
1
Department of Economics, University of Texas-Austin
1
Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
European Association of Agricultural Economists - EAAE
1
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
1
Finance Press
1
Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics
1
Graduate School of Economics, Kyoto University
1
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International journal of theoretical and applied finance
26
International Journal of Theoretical and Applied Finance (IJTAF)
21
Insurance
18
Quantitative finance
18
Risk-Sensitive Investment Management
15
Journal of banking & finance
14
Computational economics
12
Finance and Stochastics
12
Energy economics
11
European journal of operational research : EJOR
11
Finance research letters
11
Journal of economic dynamics & control
11
Journal of mathematical finance
11
International journal of financial engineering
10
Journal of Banking & Finance
10
MPRA Paper
10
Applied Mathematical Finance
9
Research Paper Series / Finance Discipline Group, Business School
8
SFB 649 Discussion Papers
8
Applied mathematical finance
7
Insurance: Mathematics and Economics
7
Quantitative Finance
7
Review of derivatives research
7
Statistics & Probability Letters
7
The European journal of finance
7
Mathematics and financial economics
6
Review of Derivatives Research
6
Risks : open access journal
6
SFB 649 Discussion Paper
6
Scandinavian actuarial journal
6
Computational Statistics
5
Energy Economics
5
Journal of econometrics
5
Mathematical Methods of Operations Research
5
Operations research letters
5
Stochastic Processes and their Applications
5
The journal of computational finance
5
Annals of finance
4
Economic modelling
4
International review of economics & finance : IREF
4
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Source
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ECONIS (ZBW)
403
RePEc
272
EconStor
42
USB Cologne (business full texts)
10
BASE
5
Other ZBW resources
3
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735
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1
Structural credit risk models with stochastic default barriers and jump clustering using Hawkes
jump-diffusion
processes
Pasricha, Puneet
;
Selvamuthu, Dharmaraja
;
Tardelli, Paola
- In:
Opsearch : journal of the Operational Research Society …
62
(
2025
)
2
,
pp. 1061-1081
Persistent link: https://www.econbiz.de/10015532943
Saved in:
2
An orthogonal expansion approach to joint SPX and VIX calibration in affine stochastic volatility models with jumps
Kloster, Thomas K.
;
Nicolato, Elisa
- In:
Quantitative finance
25
(
2025
)
1
,
pp. 63-89
Persistent link: https://www.econbiz.de/10015534061
Saved in:
3
Closed-form option formulas for Kou-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Quantitative finance
25
(
2025
)
10
,
pp. 1517-1534
Persistent link: https://www.econbiz.de/10015534205
Saved in:
4
Analytical valuation of a general form of barrier option with stochastic interest rate and jumps
Guillaume, Tristan
- In:
Review of derivatives research
28
(
2025
)
2
,
pp. 1-44
Persistent link: https://www.econbiz.de/10015440659
Saved in:
5
Give me a break : what does the equity premium compensate for?
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
99
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015405681
Saved in:
6
Appraising model complexity in option pricing
Cummins, Mark
;
Esposito, Francesco
- In:
The journal of futures markets
45
(
2025
)
5
,
pp. 455-472
Persistent link: https://www.econbiz.de/10015376680
Saved in:
7
Optimal venture capital entry-exit strategy with
jump-diffusion
risk
Zuo, Si
;
Wang, Haijun
- In:
The North American journal of economics and finance : a …
76
(
2025
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015372572
Saved in:
8
The stochastic behavior of electricity prices under scrutiny : evidence from spot and futures markets
Bégin, Jean-François
;
Gómez, Fabio
;
Ignatieva, Ekaterina
- In:
Energy economics
144
(
2025
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015583207
Saved in:
9
Neural network for valuing Bitcoin options under
jump-diffusion
and market sentiment model
Pindza, Edson
;
Clement, Jules
;
Mwambi, Sutene Mwambetania
; …
- In:
Computational economics
66
(
2025
)
3
,
pp. 2305-2342
Persistent link: https://www.econbiz.de/10015591104
Saved in:
10
Optimal investment strategies under the relative performance in
jump-diffusion
markets
Aydoğan, Burcu
;
Steffensen, Mogens
- In:
Decisions in economics and finance : a journal of …
48
(
2025
)
1
,
pp. 179-204
Persistent link: https://www.econbiz.de/10015593574
Saved in:
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