Merton Jump Diffusion Model - Articles - Scientific Research Publishing

A New Binomial Tree Method for European Options under the Jump Diffusion Model (Articles)

Lingkang Zhu, Xiu Kan, Huisheng Shu, Zifeng Wang

Journal of Applied Mathematics and Physics Vol.7 No.12, December 9, 2019

DOI: 10.4236/jamp.2019.712211 1,054 Downloads 2,679 Views Citations
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market (Articles)

Fadugba Sunday Emmanuel, Emeka Helen Oluyemisi

Applied Mathematics Vol.7 No.9, May 26, 2016

DOI: 10.4236/am.2016.79075 2,108 Downloads 4,281 Views Citations
Quantitative Structural Models to Assess Credit Risk on Individuals (Articles)

Akorede K. Oluwo, Enrique Villamor

Journal of Applied Mathematics and Physics Vol.10 No.7, July 29, 2022

DOI: 10.4236/jamp.2022.107158 280 Downloads 1,906 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 1,551 Downloads 2,794 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 5,912 Downloads 10,488 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 3,444 Downloads 4,557 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 1,907 Downloads 3,639 Views Citations
Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models (Articles)

Andrew Luong, Christopher Blier-Wong

Open Journal of Statistics Vol.7 No.5, October 25, 2017

DOI: 10.4236/ojs.2017.75058 1,340 Downloads 2,699 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 1,092 Downloads 2,608 Views Citations
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 1,932 Downloads 8,815 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 886 Downloads 2,184 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 570 Downloads 1,388 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 582 Downloads 1,507 Views Citations
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility (Articles)

Ndeye Fatou Sene, Mamadou Abdoulaye Konte, Jane Aduda

Journal of Mathematical Finance Vol.11 No.2, May 31, 2021

DOI: 10.4236/jmf.2021.112018 656 Downloads 3,756 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
Portfolio Optimization in Jump Model under Inefficiencies in the Market (Articles)

Dereje Bekele, Ananda Kube, Dennis C. Ikpe

Journal of Mathematical Finance Vol.8 No.3, August 9, 2018

DOI: 10.4236/jmf.2018.83036 1,103 Downloads 2,546 Views Citations
Competitive Innovation Diffusion in Small-World Network: Agent-Based Modeling and Simulation (Articles)

Yunfeng Yan, Ying Li

Technology and Investment Vol.3 No.3, August 31, 2012

DOI: 10.4236/ti.2012.33028 4,825 Downloads 7,700 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 4,242 Downloads 7,641 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 1,123 Downloads 2,547 Views Citations
Properties of Solutions of Kolmogorov-Fisher Type Biological Population Task with Variable Density (Articles)

Muhamediyeva Dildora

Journal of Applied Mathematics and Physics Vol.4 No.5, May 23, 2016

DOI: 10.4236/jamp.2016.45099 1,582 Downloads 2,542 Views Citations
Women in Politics by Bass Diffusion Model (Articles)

Marino A. Garcia, Chrysler M. Cabusa

Open Journal of Social Sciences Vol.8 No.11, November 27, 2020

DOI: 10.4236/jss.2020.811025 639 Downloads 2,283 Views Citations

First <123 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies