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Jump Intensity sentence examples within Stochastic Jump Intensity



Option-Implied Spreads and Option Risk Premia


Option-Implied Spreads and Option Risk Premia

Jump Intensity sentence examples within Higher Jump Intensity



Pricing Extreme Mortality Risk amid the COVID-19 Pandemic


Jumps and Cojumps analyses of major and minor cryptocurrencies.

Jump Intensity sentence examples within jump intensity model



Option-Implied Spreads and Option Risk Premia


The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19


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Jumps and Diffusive Variance: A Granular Analysis of Individual Stock Returns


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10.1016/j.insmatheco.2021.09.003

Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds



News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies



Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S&P500 data



The Long Memory of the Jump Intensity of the Price Process



Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes



Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging



Efficient estimation and filtering for multivariate jump–diffusions



Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests



Teamwise Mean Field Competitions



The Effect of Global Oil Price Shocks on China’s Chemical Markets



News as Sources of Jumps in Stock Returns: Evidence From 21 Million News Articles for 9000 Companies



Price jumps in developed stock markets: the role of monetary policy committee meetings



Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks



An empirical study on asymmetric jump diffusion for option and annuity pricing



Real options under a double exponential jump-diffusion model with regime switching and partial information



High-order time stepping scheme for pricing American option under Bates model



Equivalent measure changes for subordinate diffusions



Measuring the training external jump load of elite male volleyball players: an exploratory study in Portuguese League (Medición de la carga externa de entrenamiento de los jugadores de voleibol masculino de élite: un estudio exploratorio en la Liga Portug



Robust consumption and portfolio policies when asset prices can jump



The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes



Dissecting skewness under affine jump-diffusions



Unbiased Simulation Estimators for Jump-Diffusions


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Jump Intensity 점프 강도


Jump Intensity 점프 강도
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