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结果：找到“jump process”相关内容54个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

求书：Financial Modelling with Jump Processes, Second Edition
25 个回复 - 6000 次查看 Financial Modelling with Jump Processes, Second Edition Rama Cont, Columbia University, New York, USA; Peter Tankov, Universite Paris VII, France Price: £57.99 Cat. #: C2191 ISBN ...2014-3-29 21:57 - nkky2011 - 悬赏大厅

Floyd Hanson_Applied Stochastic Processes and Control for Jump-Diffusions
1 个回复 - 2126 次查看金融工程理论到实践必备的教科书： Floyd Hanson_Applied Stochastic Processes and Control for Jump-Diffusions Modeling, Analysis, and Computation2010-10-8 10:51 - hbpxp - 金融工程（数量金融）与金融衍生品

Applied Stochastic Processes and Control for Jump Diffusions
10 个回复 - 4397 次查看这是一本有关跳-扩散方面的书2010-7-13 08:56 - qianyiping - 金融工程（数量金融）与金融衍生品

【下载】Applied Stochastic Processes and Control for Jump-Diffusions
12 个回复 - 5077 次查看原版PDF Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation Floyd B. Hanson 2007 by the Society for Industrial and Applied Mathematics. Conte ...2010-7-11 23:10 - tmdzhu - 计量经济学与统计软件

PointProcessesandJumpDiffusions_AnIntroductionwithFinanceApplications
2 个回复 - 2265 次查看 2022-9-12 19:22 - 149498 - 计量经济学与统计软件

求书：financial modeling with jump processes
8 个回复 - 2770 次查看求书financial modeling with jump processes2010-5-17 17:28 - liuhztang - 计量经济学与统计软件

Financial Modelling with Jumps processes[pdf]
15 个回复 - 5413 次查看，个人感觉有点难，献给大家看看~~2011-12-20 19:44 - kingkotori - 金融工程（数量金融）与金融衍生品

求论文：Energy ETF return jump contagion: a multivariate Hawkes process approach
4 个回复 - 734 次查看求论文：Energy ETF return jump contagion: a multivariate Hawkes process approach 网址：https://www.tandfonline.com/doi/abs/10.1080/1351847X.2021.1903962 感激不尽！！！2021-6-11 14:06 - shirleyteng - 求助成功区

Structural credit risk modelling with Hawkes jump diffusion processes
3 个回复 - 804 次查看【作者(必填)】YongMaa[/backcolor]WeidongXub[/backcolor] 【文题(必填)】 Structural credit risk modelling with Hawkes jump diffusion processes【年份(必填)】2016 【全文链接或数据库名称(选填)】http ...2020-6-7 16:18 - ssylzz - 求助成功区

Exit problems for jump processes with applications to dividend problems
3 个回复 - 394 次查看【作者(必填)】【文题(必填)】Exit problems for jump processes with applications to dividend problems 【年份(必填)】2013 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/artic ...2020-4-10 20:42 - ssylzz - 求助成功区

financial modelling with jump processes-跳跃过程金融建模
4 个回复 - 1544 次查看 Financial Modelling with Jump Processes ByPeter Tankov Edition1st Edition First Published2003 eBook Published30 December 2003 Pub. locationNew York ImprintChapman and Hall/CRC DOI：https://doi. ...2019-4-19 20:00 - Algebro - 金融工程（数量金融）与金融衍生品

求助下一篇文章: The Single Jump Process with some statistical application
1 个回复 - 939 次查看【作者(必填)】Al-Hussaini, A., Elliott, R.J. 【文题(必填)】The Single Process with some Statistical Applications. 【年份(必填)】1985., Theory of Probability and its Applications, Vol.29(1985) ...2018-12-2 16:53 - jiagangw - 求助成功区

Financial Modelling with Jump Processes, Second Edition
12 个回复 - 6583 次查看 Financial Modelling with Jump Processes, Second Edition2nd Edition 哪位能搞到，1000金币奖励！！！！2009-8-6 14:02 - lyslz - 金融学（理论版）

financial modelling with jump processIII
1 个回复 - 2126 次查看 2006-1-19 19:26 - sosoboy - 金融学（理论版）

Jump diffusion processes in financial modeling. by Ning Cai (Sep 3, 2011)
4 个回复 - 1302 次查看【作者(必填)】 Ning Cai 【文题(必填)】 Jump diffusion processes in financial modeling 【年份(必填)】 Sep 3, 2011 【全文链接或数据库名称(选填)】 http://www.amazon.com/Ju ...2013-6-15 14:21 - johnzi0128 - 文献求助专区

求Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
2 个回复 - 907 次查看【作者(必填)】Lingjiong Zhu 【文题(必填)】Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://projecteuclid.org/euclid.jap/ ...2016-9-12 16:49 - weilinhy - 求助成功区

Financial Modelling with Jump Processes by Rama Cont 清晰版 for 3个币
19 个回复 - 6412 次查看请看截图：（点击图片以便放大查看）2010-4-1 10:01 - 111222xy - 经济金融数学专区

Pricing vulnerable options with correlated jump-diffusion processes
2 个回复 - 658 次查看【作者(必填)】Huawei Niu & Dingcheng Wang 【文题(必填)】Pricing Vulnerable Options With Correlated Jump-Diffusion Processes Depending On Various States Of The Economy 【年份(必填)】2016 【全 ...2016-4-12 09:18 - lipj - 求助成功区

Image Processing and Jump Regression Analysis
1 个回复 - 1068 次查看 Image Processing and Jump Regression AnalysisPeihua Qiu ISBN: 978-0-471-42099-6 344 pages January 20052015-10-13 06:44 - Nicolle - winbugs及其他软件专版

寻书：financial modling with jump process
2 个回复 - 2087 次查看论坛上的是空贴,书不能下载。那位有这本书请帮一下忙....同时，我们可以互相交流一下，我现在在厦大wise. [此贴子已经被作者于2008-5-10 13:36:54编辑过]2008-5-10 11:41 - fwjiang - 金融学（理论版）

projecteuclid Testing for pure-jump processes for high-frequency data
1 个回复 - 571 次查看【作者(必填)】Xin-Bing Kong, Zhi Liu, and Bing-Yi Jing 【文题(必填)】Testing for pure-jump processes for high-frequency data 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://projecteuc ...2015-3-28 21:20 - 352693585 - 求助成功区

Recurrence and transience for jump–diffusion processes
1 个回复 - 853 次查看【作者(必填)】【文题(必填)】Recurrence and transience for jump–diffusion processes 【年份(必填)】【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/a ... lsaa20#.VKsGndKUf9V[/bac ...2015-1-14 14:44 - ssylzz - 求助成功区

求正式版Recurrence and transience for jump–diffusion processes
2 个回复 - 968 次查看 2015-1-6 05:50 - ssylzz - 文献求助专区

first passsage times of a jump diffusion process
1 个回复 - 962 次查看【作者(必填)】【文题(必填)】first passsage times of a jump diffusion process 【年份(必填)】【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/1428433?sid=21105003808631&uid ...2015-1-6 01:17 - ssylzz - 求助成功区

Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and t
1 个回复 - 920 次查看【作者(必填)】【文题(必填)】Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options 【年份(必填)】【全文链接或数据库名称(选填)】http://pubsonline ...2015-1-6 01:31 - ssylzz - 求助成功区

求正式版Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps
1 个回复 - 952 次查看【作者(必填)】【文题(必填)】Limit theorems for a Cox-Ingersoll-Ross process with Hawkes jumps 【年份(必填)】 [*]J. Appl. Probab. [*]Volume 51, Number 3 (2014), 699-712. 【全文链接或数据库名称 ...2014-12-31 05:58 - ssylzz - 求助成功区

Markov-Modulated Pure Jump Processes
1 个回复 - 1009 次查看【作者(必填)】 Hui Meng & Tak Kuen Siu 【文题(必填)】 Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes【年份(必填)】Stochastic Analysis and ApplicationsVolume 32, Issue 2, 201 ...2014-12-3 15:12 - 2008feier - 求助成功区

projecteuclid Modeling high-frequency financial data by pure jump processes
1 个回复 - 957 次查看【作者(必填)】Bing-Yi Jing, Xin-Bing Kong, and Zhi Liu 【文题(必填)】Modeling high-frequency financial data by pure jump processes 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://proj ...2014-10-14 10:14 - 352693585 - 求助成功区

求Option Valuation Using a Three-Jump Process
1 个回复 - 2558 次查看哪位大虾有Boyle (1986) 的文章"Option Valuation Using a Three-Jump Process"2011-3-24 22:57 - xxy0923 - 经济金融数学专区

Analytical approximations of the term structure for jump-diffusion processes: a
3 个回复 - 855 次查看【作者(必填)】 Baz and Das 【文题(必填)】 Analytical approximations of the term structure for jump-diffusion processes: a numerical analysis 【年份(必填)】 1996 The Journal of Fixed Inc ...2014-1-24 00:01 - xuning5176 - 求助成功区

Structural Approach of Credit Risk with Jump Diffusion Process: Credit Risk Mode
2 个回复 - 1007 次查看【作者(必填)】 Thanh Binh DAO 【文题(必填)】Structural Approach of Credit Risk with Jump Diffusion Process: Credit Risk Models & Application 【年份(必填)】July 6, 2011 【全文链接或数据库名称(选 ...2013-12-6 16:23 - johnzi0128 - 文献求助专区

From Markov Jump Processes to Spatial Queues
1 个回复 - 793 次查看【作者(必填)】 [*]Lothar Breuer 【文题(必填)】From Markov Jump Processes to Spatial Queues 【年份(必填)】2003 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-94-0 ...2013-12-5 19:32 - 352693585 - 求助成功区

Jump-Diffusion Processes and the Term Structure of Interest Rates
1 个回复 - 904 次查看【作者(必填)】Chang Mo Ahn and Howard E. Thompson[/backcolor] 【文题(必填)】Jump-Diffusion Processes and the Term Structure of Interest Rates 【年份(必填)】1988 【全文链接或数据库名称(选填)】 ...2013-7-8 22:34 - 明秀南 - 求助成功区

Robust numerical methods for contingent claims under jump diffusion processes
3 个回复 - 1063 次查看【作者(必填)】 [*]Y. d'Halluin1,*, [*]P. A. Forsyth1,§ and [*]K. R. Vetzal2,¶ 【文题(必填)】 Robust numerical methods for contingent claims under jump diffusion processe 【年份(必填)】 ...2013-6-15 06:55 - johnzi0128 - 求助成功区

Analytical approximations of the term structure for jump-diffusion processes: A
2 个回复 - 728 次查看【作者(必填)】Jamil Baz and Sanjiv Ranjan Das 【文题(必填)】 Analytical approximations of the term structure for jump-diffusion processes: A numerical analysis 【年份(必填)】The Journal of Fixed ...2013-6-15 07:13 - johnzi0128 - 求助成功区

Testing and detecting jumps based on a discretely observed process
1 个回复 - 756 次查看【作者(必填)】 Yingying Fana, , , Jianqing Fanb 【文题(必填)】 Testing and detecting jumps based on a discretely observed process 【年份(必填)】 2011 【全文链接或数据库名称(选填)】Journal of Eco ...2012-3-15 23:34 - sqq19860225 - 求助成功区

哪位有《on jump process in the foreign exchange and stock markets》
1 个回复 - 808 次查看哪位有《on jump process in the foreign exchange and stock markets》,谢谢啦！2011-10-26 17:13 - henangao - 文献求助专区

[分享]financia modelling with jump processI(不要钱的，这次）
4 个回复 - 2337 次查看免费大餐2006-1-19 20:01 - sosoboy - 金融学（理论版）

finance model wiith jump process
2 个回复 - 1397 次查看好书，找了好久的书，谢谢，2011-8-20 21:26 - xiaocao20 - 金融学（理论版）

first passage times of a jump-diffusion process
1 个回复 - 2086 次查看是一篇很好的文章哦！S.G.KOU的经典文章！2009-10-27 01:35 - hww1001156 - 论文版

jump regression and image processor
1 个回复 - 1246 次查看计算统计和图像处理最新的一本书，邱佩华老师的经典之作。值得一读，听邱老师讲课收获颇丰。2010-7-25 14:50 - wanggc023 - 经管书评

这里有人研究利率jump-diffusion process吗？
0 个回复 - 1307 次查看硕士论文快要开题了，想写一个对jump-diffusion process利率模型的参数估计问题。不带跳的CIR模型貌似参数估计问题都解决了，所以想把CIR参数估计的方法借鉴到jump-diffusion process利率模型中。我对这一块还不太熟 ...2010-5-17 16:19 - warrenzhang - 爱问频道

Feller jump-diffuse process
6 个回复 - 2260 次查看请教高手：关于Feller 跳扩散过程的期望和方差怎么求？或者谁见过有相关文献讲过此问题的？ dXt=k(x0-Xt)dt+c√XtdWt+dJt 非常着急！谢谢如有知道的同学，加我QQ也好：33646630，多谢赐教。相关文献如 ...2010-3-14 19:41 - yuew72 - 金融工程（数量金融）与金融衍生品

First Passage Times of a Jump Diffusion Process
0 个回复 - 2116 次查看 First Passage Times of a Jump Diffusion Process2009-12-27 23:05 - zengyan1984 - 论文版

applied stochastic control of jump process
2 个回复 - 1735 次查看 applied stochastic control of jump diffusion-Oksendal2009-7-19 11:23 - math_dsh - Forum

Structural estimation of jump-diffusion processes in macroeconomics
0 个回复 - 434 次查看 2004-8-6 18:30 - 收入弹性862 - Forum

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