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  Search result  Your search for [subject]Jump processes returned 3 records.  
 
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  Book Financial modelling with jump processes.

by Cont, Rama; Boca Raton, Fla.: Chapman & Hall/CRC Press, 2004.

Subject: Finance -- Mathematical models; Jump processes.

  
     
Relevance: 17.99%
 
     
  Book Financial modelling with jump processes.

by Cont, Rama.; Boca Raton, Fla.: Chapman & Hall/CRC, 2004.

Subject: Finance -- Mathematical models; Jump processes.

  
     
Relevance: 17.99%
 
     
  Book Transform analysis and asset pricing for affine jump-diffusions.

by Duffie, Darrell.; Cambridge: National Bureau of Economic Research, 1999.

Subject: Option value -- Econometric models; Options (Finance) -- Prices -- Econometric models.; Bonds -- Valuation -- Econometric models; Jump processes; Diffusion processes; Integral functions.

  
     
Relevance: 17.03%
 
     
 
         
         
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