Jump-Diffusion Processes

2015 ◽  
pp. 251-271
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Christina Sklibosios Nikitopoulos
Keyword(s):  
Diffusion Processes ◽  
Jump Diffusion ◽  
Jump Diffusion Processes

Real Options Under Jump Diffusion Processes: What Types of Jumps?

2009 ◽  
Author(s):  
Xianfeng Jiang ◽  
Yongdong Shi ◽  
George J. Jiang
Keyword(s):  
Real Options ◽  
Diffusion Processes ◽  
Jump Diffusion ◽  
Jump Diffusion Processes

Implicit–explicit numerical schemes for jump–diffusion processes

CALCOLO ◽  
2007 ◽  
Vol 44 (1) ◽  
pp. 33-57 ◽  
Author(s):  
Maya Briani ◽  
Roberto Natalini ◽  
Giovanni Russo
Keyword(s):  
Diffusion Processes ◽  
Jump Diffusion ◽  
Numerical Schemes ◽  
Jump Diffusion Processes
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