Merton Jump Diffusion Model - 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 1,626 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 3,262 Views Citations
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 2,591 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 1,224 Downloads 2,802 Views Citations
Pricing Currency Call Options (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.8 No.11, August 15, 2018

DOI: 10.4236/tel.2018.811148 1,476 Downloads 3,468 Views Citations
This article belongs to the Special Issue on Financial Innovation
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 1,127 Downloads 5,054 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 1,326 Downloads 2,906 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 495 Downloads 1,680 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 301 Downloads 865 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 96 Downloads 506 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 78 Downloads 287 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 45 Downloads 249 Views Citations
Fabrication of an Fluid Circuit for Equal Filling of a Well Array (Articles)

Corinne S. Lengsfeld, Rachel S. Fulstone, Matt J. Opgenorth

Engineering Vol.4 No.10, October 11, 2012

DOI: 10.4236/eng.2012.410077 6,035 Downloads 7,946 Views Citations
Modeling Radon Diffusion across Some Areas of Southern Jordan (Articles)

Hussam Alrabaiah

Applied Mathematics Vol.6 No.8, July 22, 2015

DOI: 10.4236/am.2015.68120 3,406 Downloads 4,506 Views Citations
This article belongs to the Special Issue on Mathematical and Numerical Modeling of Flow and Transport
A Reaction-Diffusion Algorithm for Segmentation of Three-Dimensional Sinusoidal Networks in Rats Fed a High-Fat and High-Cholesterol Diet: New Insights and Evaluation (Articles)

Hiroto Shoji

Journal of Biosciences and Medicines Vol.6 No.10, October 11, 2018

DOI: 10.4236/jbm.2018.610004 895 Downloads 2,067 Views Citations
The Usefulness of Diffusion Weighted and Contrast Enhanced Magnetic Resonance Imaging in Characterization of Inconclusive Ovarian Mass (Articles)

Ghada Mohammed Abd El Razeq, Mohammad A. M. Ahmed

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.9 No.1, January 3, 2020

DOI: 10.4236/ijmpcero.2020.91003 860 Downloads 2,622 Views Citations
Transport in Astrophysics: II. Diffusion with Advection in Expanding Nebulae (Articles)

Lorenzo Zaninetti

International Journal of Astronomy and Astrophysics Vol.12 No.3, July 28, 2022

DOI: 10.4236/ijaa.2022.123012 291 Downloads 1,052 Views Citations
Transport in Astrophysics: IV. Anomalous Redshift in the Solar System (Articles)

Lorenzo Zaninetti

International Journal of Astronomy and Astrophysics Vol.13 No.2, June 7, 2023

DOI: 10.4236/ijaa.2023.132004 228 Downloads 866 Views Citations
Optimal Variational Portfolios with Inflation Protection Strategy and Efficient Frontier of Expected Value of Wealth for a Defined Contributory Pension Scheme (Articles)

Joshua O. Okoro, Charles I. Nkeki

Journal of Mathematical Finance Vol.3 No.4, November 27, 2013

DOI: 10.4236/jmf.2013.34050 3,741 Downloads 6,303 Views Citations
Spatio-Temporal Patterns for a Generalized Innovation Diffusion Model (Articles)

Fariba Hashemi, Max-Olivier Hongler, Olivier Gallay

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21001 6,123 Downloads 11,578 Views Citations

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