Остановите войну!
for scientists:
default search action
Search dblp
Full-text search
- > Home
Please enter a search query
- case-insensitive prefix search: default
e.g., sig matches "SIGIR" as well as "signal" - exact word search: append dollar sign ($) to word
e.g., graph$ matches "graph", but not "graphics" - boolean and: separate words by space
e.g., codd model - boolean or: connect words by pipe symbol (|)
e.g., graph|network
Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.
Author search results
no matches
Venue search results
no matches
Refine list
refine by author
- no options
- temporarily not available
refine by venue
- no options
- temporarily not available
refine by type
- no options
- temporarily not available
refine by access
- no options
- temporarily not available
refine by year
- no options
- temporarily not available
Publication search results
found 191 matches
- 2024
- Deepak Kumar Yadav, Akanksha Bhardwaj, Alpesh Kumar:
Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model. Comput. Appl. Math. 43(1): 6 (2024) - Yayun Wang, Shengda Liu:
Valuing equity-linked guaranteed minimum death benefits with European-style Asian payoffs under a regime switching jump-diffusion model. Commun. Nonlinear Sci. Numer. Simul. 128: 107605 (2024) - Vikas Maurya, Ankit Singh, Vivek S. Yadav, Manoj K. Rajpoot:
Efficient pricing of options in jump-diffusion models: Novel implicit-explicit methods for numerical valuation. Math. Comput. Simul. 217: 202-225 (2024) - Emmanuil H. Georgoulis, Antonis Papapantoleon, Costas Smaragdakis:
A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. CoRR abs/2401.06740 (2024) - 2023
- Jun Moon:
Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models. Autom. 147: 110713 (2023) - Wei Zhong, Zhenyu Cui, Zhimin Zhang:
Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk. J. Comput. Appl. Math. 422: 114914 (2023) - Yanyun Liu, Baiqing Sun:
Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model. Math. Methods Oper. Res. 98(3): 377-410 (2023) - Frank Bosserhoff, Mitja Stadje:
Robustness of Delta Hedging in a Jump-Diffusion Model. SIAM J. Financial Math. 14(2): 663-703 (2023) - Dörte Kreher, Cassandra Milbradt:
Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model. SIAM J. Financial Math. 14(1): 1-51 (2023) - Md. Erfanul Hoque, Sulalitha Bowala, Alex Paseka, Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram:
Fuzzy Option Pricing for Jump Diffusion Model using Neuro Volatility Models. COMPSAC 2023: 1349-1354 - Andrew Campbell, William Harvey, Christian Weilbach, Valentin De Bortoli, Thomas Rainforth, Arnaud Doucet:
Trans-Dimensional Generative Modeling via Jump Diffusion Models. NeurIPS 2023 - Andrew Campbell, William Harvey, Christian Weilbach, Valentin De Bortoli, Tom Rainforth, Arnaud Doucet:
Trans-Dimensional Generative Modeling via Jump Diffusion Models. CoRR abs/2305.16261 (2023) - 2022
- Jiayi Xie, Zhenyu Cui, Zhimin Zhang:
Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps. Appl. Math. Comput. 429: 127251 (2022) - Erdinc Akyildirim, Frank J. Fabozzi, Ahmet Göncü, Ahmet Sensoy:
Statistical arbitrage in jump-diffusion models with compound Poisson processes. Ann. Oper. Res. 313(2): 1357-1371 (2022) - Yoshinobu Tamura, Shigeru Yamada:
Maintenance effort management based on double jump diffusion model for OSS project. Ann. Oper. Res. 312(1): 411-426 (2022) - Yong Chen:
Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models. Comput. Appl. Math. 41(2) (2022) - Abhijit Ghosh, Chittaranjan Mishra:
High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU. Comput. Math. Appl. 105: 29-40 (2022) - Xu-Guo Ye, Yanyong Zhao, Jin-Guan Lin, Weifang Long:
Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data. J. Syst. Sci. Complex. 35(6): 2398-2429 (2022) - Yong Chen:
Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models. Numer. Algorithms 89(4): 1823-1843 (2022) - Jun Moon, Tamer Basar:
Dynamic Programming and a Verification Theorem for the Recursive Stochastic Control Problem of Jump-Diffusion Models With Random Coefficients. IEEE Trans. Autom. Control. 67(12): 6474-6488 (2022) - Yoshinobu Tamura, Adarsh Anand, P. K. Kapur, Shigeru Yamada:
Cyclic Jump Diffusion Process Modeling Based on Different Effort Consumption Scenarios for OSS Multi Up-gradation. IEEM 2022: 463-467 - Karel J. in 't Hout, Pieter Lamotte:
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model. CoRR abs/2207.10060 (2022) - 2021
- Oscar López, Gerardo Oleaga, Alejandra Sánchez:
Markov-modulated jump-diffusion models for the short rate: Pricing of zero coupon bonds and convexity adjustment. Appl. Math. Comput. 395: 125854 (2021) - Yayun Wang, Zhimin Zhang, Wenguang Yu:
Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model. Appl. Math. Comput. 399: 126031 (2021) - Enlin Tang, Song Xu:
Pricing of Embedded Options in Bank Deposits and Loans Based on Jump-Diffusion Interest Rate Model. Complex. 2021: 9975536:1-9975536:15 (2021) - Farshid Mehrdoust, Somayeh Fallah, Oldouz Samimi:
Pricing multi-asset American option under Heston-CIR diffusion model with jumps. Commun. Stat. Simul. Comput. 50(11): 3182-3193 (2021) - Christian-Oliver Ewald, Yihan Zou:
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump? Eur. J. Oper. Res. 294(2): 801-815 (2021) - Mohamed Maidoumi, Boubker Daafi, Mehdi Zahid:
An Analysis of Asymptotic Properties and Error Control under the Exponential Jump-Diffusion Model for American Option Pricing. J. Appl. Math. 2021: 1-12 (2021) - Lynn Boen, Karel J. in 't Hout:
Operator splitting schemes for the two-asset Merton jump-diffusion model. J. Comput. Appl. Math. 387: 112309 (2021) - Puneet Pasricha, Xiaoping Lu, Song-Ping Zhu:
A note on the calculation of default probabilities in "Structural credit risk modeling with Hawkes jump-diffusion processes". J. Comput. Appl. Math. 381: 113037 (2021)
skipping 161 more matches
loading more results
failed to load more results, please try again later
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
retrieved on 2024-04-19 08:35 CEST from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint