Jump Process - Articles - Scientific Research Publishing

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 1,602 Downloads 3,056 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 1,755 Downloads 3,186 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 1,666 Downloads 3,158 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 1,186 Downloads 2,510 Views Citations
The Jump Dynamics of the Industry-Specific Nominal Effective Exchange Rate of RMB and the Impact of Major International Currencies on It—An Empirical Study Based on the ARJI Model (Articles)

Yuqi Wang

Journal of Financial Risk Management Vol.7 No.1, March 28, 2018

DOI: 10.4236/jfrm.2018.71005 1,170 Downloads 2,684 Views Citations
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 1,049 Downloads 2,449 Views Citations
Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution (Articles)

George M. Mukupa, Elias R. Offen

Journal of Mathematical Finance Vol.8 No.3, August 20, 2018

DOI: 10.4236/jmf.2018.83038 1,121 Downloads 2,198 Views Citations
Foreign Currency Mortgages Recast as Options on Commodity Futures (Articles)

Rebecca Abraham, Joel Auerbach

Theoretical Economics Letters Vol.9 No.7, September 25, 2019

DOI: 10.4236/tel.2019.97145 665 Downloads 2,026 Views Citations
Proposed Equation to Estimate the Length of a Hydraulic Jump in a Rectangular Open Channel Hydraulic with Variable Slope, and Its Comparison with Seven Theoretical Equations of Specialized Literature (Articles)

Martín Mundo-Molina, José Luis Díaz Pérez

Journal of Water Resource and Protection Vol.11 No.12, December 11, 2019

DOI: 10.4236/jwarp.2019.1112086 1,082 Downloads 4,914 Views Citations
Medial Longitudinal Arch Pad Influences Landing Control of the Lower Limbs during Single-Leg Jump-Landing (Articles)

Yuichi Takata, Mitiru Sugimoto, Koji Iwamoto, Isamu Kitsunai, Kyoji Sugiyama, Kazushi Kimura

Health Vol.12 No.12, December 28, 2020

DOI: 10.4236/health.2020.1212117 1,297 Downloads 2,843 Views Citations
The Effect of Self-Analysis of the Movement of Running Long Jump Using a Strobe Picture on College Male Students’ Performance in PE Class (Articles)

Kazuhiro Matsui, Akihiro Azuma

Advances in Physical Education Vol.11 No.3, July 21, 2021

DOI: 10.4236/ape.2021.113028 462 Downloads 1,625 Views Citations
Modeling Blood Flow in Veins of Uniform Properties (Giraffe Jugular Vein) (Articles)

Rogers Omboga Amenya, Johanna Kibet Sigey, Geoffrey Moriaso Ole Maloiy, David Mwangi Theuri

Open Journal of Biophysics Vol.14 No.2, April 18, 2024

DOI: 10.4236/ojbiphy.2024.142008 272 Downloads 816 Views Citations
Correction of Occlusal Contact Condition Affects Flight Time of Barani Jumps on Competitive Trampoline (Articles)

Mutsumi Takahashi, Yogetsu Bando, Takuya Fukui

Advances in Physical Education Vol.15 No.2, May 13, 2025

DOI: 10.4236/ape.2025.152015 79 Downloads 463 Views Citations
A Strategy Applied on Weighted ENO Interpolation to Improve the Accuracy near Discontinuities (Articles)

Fuxing Hu

Journal of Applied Mathematics and Physics Vol.14 No.2, February 26, 2026

DOI: 10.4236/jamp.2026.142044 45 Downloads 231 Views Citations
Effect of Feedback Using Movies and Strobe Images on Focus of Movement for Running Long Jump in Physical Education Classes (Articles)

Akihiro Azuma, Kazuhiro Matsui

Advances in Physical Education Vol.16 No.2, May 27, 2026

DOI: 10.4236/ape.2026.162002 22 Downloads 130 Views Citations
Bohr Correspondence Principle and Multiphoton Nature Raleigh Light Scattering (Articles)

Valeriy E. Ogluzdin

Journal of Modern Physics Vol.1 No.1, May 7, 2010

DOI: 10.4236/jmp.2010.11012 6,199 Downloads 11,619 Views Citations
Hydraulic Jump in the Gulf of California (Articles)

David Salas-Monreal, David Alberto Salas-de-Leon, María Adela Monreal-Gomez, Mayra Lorena Riverón-Enzástiga, Erika Mojica-Ramírez

Open Journal of Marine Science Vol.2 No.4, October 31, 2012

DOI: 10.4236/ojms.2012.24017 6,570 Downloads 9,960 Views Citations
Super-Compressibility Phenomenon (Articles)

Kholmurad Khasanov

Journal of Modern Physics Vol.4 No.2, February 18, 2013

DOI: 10.4236/jmp.2013.42028 4,116 Downloads 7,023 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
Price Jump Prediction in a Limit Order Book (Articles)

Ban Zheng, Eric Moulines, Frédéric Abergel

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32024 9,610 Downloads 20,281 Views Citations

First <...234 ...>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