Double Exponential Jump-Diffusion Model - Articles

Statistical Models for Forecasting Tourists’ Arrival in Kenya (Articles)

Albert Orwa Akuno, Michael Oduor Otieno, Charles Wambugu Mwangi, Lawrence Areba Bichanga

Open Journal of Statistics Vol.5 No.1, February 16, 2015

DOI: 10.4236/ojs.2015.51008 4,558 Downloads 6,650 Views Citations
Exlog Weighted Sum Model for Long Term Forecasting (Articles)

Luvsandash Ouyntsetseg, Natsagdorj Tungalag, Rentsen Enkhbat

iBusiness Vol.14 No.2, April 28, 2022

DOI: 10.4236/ib.2022.142003 301 Downloads 1,357 Views Citations
VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models (Articles)

Alessandro Ramponi

Journal of Mathematical Finance Vol.3 No.1, February 28, 2013

DOI: 10.4236/jmf.2013.31009 5,846 Downloads 10,389 Views Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)

Jin Li, Kaili Xiang, Chuanyi Luo

Applied Mathematics Vol.5 No.16, August 29, 2014

DOI: 10.4236/am.2014.516234 3,410 Downloads 4,486 Views Citations
A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes (Articles)

George M. Mukupa, Elias R. Offen, Douglas Kunda, Edward M. Lungu

Journal of Mathematical Finance Vol.6 No.1, February 29, 2016

DOI: 10.4236/jmf.2016.61020 2,877 Downloads 4,014 Views Citations
On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes (Articles)

Beatrice Gaviraghi, Andreas Schindele, Mario Annunziato, Alfio Borzì

Applied Mathematics Vol.7 No.16, October 25, 2016

DOI: 10.4236/am.2016.716162 1,882 Downloads 3,570 Views Citations
Integro-Differential Equations for a Jump-Diffusion Risk Process with Dependence between Claim Sizes and Claim Intervals (Articles)

Heli Gao

Journal of Applied Mathematics and Physics Vol.4 No.11, November 22, 2016

DOI: 10.4236/jamp.2016.411205 1,507 Downloads 2,702 Views Citations
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps via Malliavin Calculus (Articles)

Qing Zhou, Yong Ren

Journal of Applied Mathematics and Physics Vol.6 No.1, January 16, 2018

DOI: 10.4236/jamp.2018.61014 1,071 Downloads 2,533 Views Citations
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting (Articles)

Baojun Bian, Xinfu Chen, Xudong Zeng

Journal of Mathematical Finance Vol.9 No.3, August 20, 2019

DOI: 10.4236/jmf.2019.93020 1,025 Downloads 2,709 Views Citations
This article belongs to the Special Issue on Financial Econometrics
Derivatives Pricing via Machine Learning (Articles)

Tingting Ye, Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3, August 27, 2019

DOI: 10.4236/jmf.2019.93029 1,868 Downloads 8,679 Views Citations
A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.10 No.1, December 13, 2019

DOI: 10.4236/jmf.2020.101001 844 Downloads 2,100 Views Citations
Evaluating Energy Forward Dynamics Modeled as a Subordinated Hilbert-Space Linear Functional (Articles)

Victor Alexander Okhuese, Jane Akinyi Aduda, Joseph Mung’atu

Journal of Mathematical Finance Vol.10 No.3, August 25, 2020

DOI: 10.4236/jmf.2020.103025 554 Downloads 1,346 Views Citations
This article belongs to the Special Issue on Pricing Strategy, Model and Price Analysis
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions (Articles)

Charles Kusaya, Memory Mandiudza, Nicholas Mwareya, Confess Matete, Leonard Shambira, Nyashadzashe Ngaza

Journal of Mathematical Finance Vol.11 No.2, April 1, 2021

DOI: 10.4236/jmf.2021.112010 561 Downloads 1,463 Views Citations
Game Russian Options for Double Exponential Jump Diffusion Processes (Articles)

Atsuo Suzuki, Katsushige Sawaki

Journal of Mathematical Finance Vol.4 No.1, January 21, 2014

DOI: 10.4236/jmf.2014.41005 4,426 Downloads 6,809 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Double Parton Scattering in Associate Higgs Boson Production with Heavy Quarks at the LHC (Articles)

Mohammad Yousif Hussein

Journal of Modern Physics Vol.4 No.4A, April 26, 2013

DOI: 10.4236/jmp.2013.44A001 5,117 Downloads 7,940 Views Citations
This article belongs to the Special Issue on High Energy Physics
Comprehensive Development Evaluation System of Asian Infrastructure Investment Bank Based on Double Diamond Model (Articles)

Min Lu, Jianping Wu, Qingjun Meng

American Journal of Industrial and Business Management Vol.5 No.7, July 31, 2015

DOI: 10.4236/ajibm.2015.57051 3,974 Downloads 5,725 Views Citations
Assessing Cowpea-Wheat Double Cropping Strategies in the Southern United States Using the DSSAT Crop Model (Articles)

Prem Woli, Gerald Ray Smith, Charles Long, Francis Monte Rouquette Jr.

Agricultural Sciences Vol.13 No.6, June 30, 2022

DOI: 10.4236/as.2022.136049 304 Downloads 1,360 Views Citations
Analysis of Nonlinear Stochastic Systems with Jumps Generated by Erlang Flow of Events (Articles)

Alexander S. Kozhevnikov, Konstantin A. Rybakov

Open Journal of Applied Sciences Vol.3 No.1, March 29, 2013

DOI: 10.4236/ojapps.2013.31001 4,188 Downloads 7,558 Views Citations
The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps (Articles)

Kevin Z. Tong, Dongping Hou, Jianhua Guan

Journal of Mathematical Finance Vol.9 No.1, January 29, 2019

DOI: 10.4236/jmf.2019.91003 1,093 Downloads 2,484 Views Citations
Analysis of a Delayed SIR Model with Exponential Birth and Saturated Incidence Rate (Articles)

Wanwan Wang, Maoxing Liu, Jinqing Zhao

Applied Mathematics Vol.4 No.10B, October 4, 2013

DOI: 10.4236/am.2013.410A2006 4,298 Downloads 7,625 Views Citations
This article belongs to the Special Issue on Biomathematics

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