Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy

2021 ◽  
Author(s):  
Zhongqin Gao ◽  
Jingmin He ◽  
Zhifeng Zhao ◽  
Bingbing Wang
Keyword(s):  
Diffusion Process ◽  
Jump Diffusion ◽  
Threshold Dividend Strategy ◽  
Premium Rate ◽  
Jump Diffusion Process ◽  
Omega Model

scholarly journals A switching self-exciting jump diffusion process for stock prices

2018 ◽  
Vol 15 (2) ◽  
pp. 267-306 ◽  
Author(s):  
Donatien Hainaut ◽  
Franck Moraux
Keyword(s):  
Diffusion Process ◽  
Stock Prices ◽  
Jump Diffusion ◽  
Jump Diffusion Process
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