Jump Intensity - Articles - Scientific Research Publishing

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 2,918 Downloads 4,103 Views Citations
Measuring the Intraday Jump Tail Risk of Financial Asset Price with Noisy High Frequency Data (Articles)

Chao Yu, Xujie Zhao, Feng Zhang

Open Journal of Statistics Vol.7 No.1, February 20, 2017

DOI: 10.4236/ojs.2017.71006 1,527 Downloads 3,138 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 1,075 Downloads 2,822 Views Citations
This article belongs to the Special Issue on Financial Econometrics
Spatial-Temporal Analysis of Territorial Transformations in the State of Sinaloa Mexico Using Geographic Information Systems (Articles)

Wenseslao Plata Rocha, Gabriela Corrales Barraza, Geovanna Guadalupe Hinojoza Castro, Sergio Alberto Monjardin Armenta, Jose Carlos Beltrán González, Héctor Enrique Rodríguez Lozoya

Agricultural Sciences Vol.8 No.2, February 21, 2017

DOI: 10.4236/as.2017.82012 1,622 Downloads 3,316 Views Citations
Detection of Spherical Gold Fiducials in kV X-Ray Images Using Intensity-Estimation-Based Method (Articles)

Masaki Kokubo, Masahiro Yamada, Akira Sawada, Nobutaka Mukumoto, Yuki Miyabe, Takashi Mizowaki, Masahiro Hiraoka

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.7 No.1, February 28, 2018

DOI: 10.4236/ijmpcero.2018.71010 871 Downloads 2,062 Views Citations
Short-Term Plyometric Mesocycle Improves Vertical Jump Performance in Competitive Taekwondo Athletes: A Single-Group Pre-Post Study with Concurrent Coach-Prescribed Strength Training (Articles)

Yossi Haleva

Advances in Physical Education Vol.16 No.1, December 4, 2025

DOI: 10.4236/ape.2026.161001 158 Downloads 852 Views Citations
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model (Articles)

Tian-Shyr Dai, Li-Min Liu

Journal of Software Engineering and Applications Vol.2 No.4, November 27, 2009

DOI: 10.4236/jsea.2009.24039 5,442 Downloads 9,780 Views Citations
Remotely Controlled Automated Horse Jump (Articles)

Ibrahim Al-Bahadly, Joel White

Circuits and Systems Vol.2 No.1, January 27, 2011

DOI: 10.4236/cs.2011.21005 8,371 Downloads 14,003 Views Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing (Articles)

Nonthiya Makate, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13012 5,789 Downloads 12,928 Views Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.4, November 1, 2012

DOI: 10.4236/tel.2012.24074 4,865 Downloads 8,148 Views Citations
Gastroduodenal Artery Reconstruction as Salvage Procedure for Pancreas Head Ischemia during Transplantation: A Case Report (Articles)

Raquel Garcia-Roca, Emiliano Astudillo Pombo

Open Journal of Organ Transplant Surgery Vol.2 No.4, November 6, 2012

DOI: 10.4236/ojots.2012.24007 4,390 Downloads 7,199 Views Citations
Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang (Articles)

Yuzhen Wen, Chuancun Yin

Applied Mathematics Vol.4 No.8, July 30, 2013

DOI: 10.4236/am.2013.48153 4,343 Downloads 8,400 Views Citations
Effects of semi-rigid ankle orthoses on tasks related to athletic performance following a bout of fatiguing exercise (Articles)

James A. Yaggie, W. Jeffrey Armstrong, Christina Smith, Andrew Miller, Rebekah Trimbach

Open Journal of Therapy and Rehabilitation Vol.1 No.2, November 25, 2013

DOI: 10.4236/ojtr.2013.12003 4,076 Downloads 8,615 Views Citations
Experimental Study on Flow Characteristic in Sloping Weir (Articles)

Joongu Joongu Kang, Sungjoong Kim, Hongkoo Yeo, Namjoo Lee

Engineering Vol.6 No.7, June 11, 2014

DOI: 10.4236/eng.2014.67036 3,832 Downloads 5,283 Views Citations
Effects of Two Warm-Up Modalities on Short-Term Maximal Performance in Soccer Players: Didactic Modeling (Articles)

Chameseddine Guinoubi, Hajer Sahli, Rim Mekni, Salma Abedelmalek, Karim Chamari

Advances in Physical Education Vol.5 No.1, February 27, 2015

DOI: 10.4236/ape.2015.51009 4,337 Downloads 6,382 Views Citations
Duopolistic Competition and Capacity Choice with Jump-Diffusion Process (Articles)

Danmei Chen

Journal of Mathematical Finance Vol.5 No.2, May 22, 2015

DOI: 10.4236/jmf.2015.52018 2,876 Downloads 4,032 Views Citations
Jump Intervals of Stock Price Have Power-Law Distribution: An Empirical Study (Articles)

Hongduo Cao, Ying Li, Huaping He, Zhi He

Journal of Mathematical Finance Vol.6 No.5, November 17, 2016

DOI: 10.4236/jmf.2016.65053 1,626 Downloads 3,104 Views Citations
Analysis of Characteristics of the Forecast Jump in the NCEP Ensemble Forecast Products (Articles)

Xiakun Zhang, Liping Zhang, Jiao Fu, Longxi Zhang

Atmospheric and Climate Sciences Vol.7 No.1, January 25, 2017

DOI: 10.4236/acs.2017.71011 1,793 Downloads 3,261 Views Citations
Application of Fast N-Body Algorithm to Option Pricing under CGMY Model (Articles)

Takayuki Sakuma

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72016 1,715 Downloads 3,255 Views Citations
This article belongs to the Special Issue on Option Pricing
Theories on the Relationship between Price Process and Stochastic Volatility Matrix with Compensated Poisson Jump Using Fourier Transforms (Articles)

Perpetual Saah Andam, Joseph Ackora-Prah, Sure Mataramvura

Journal of Mathematical Finance Vol.7 No.3, July 18, 2017

DOI: 10.4236/jmf.2017.73033 1,224 Downloads 2,588 Views Citations

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