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Pairs trading with a mean-reverting jump–diffusion model on high-frequency data
0 个回复 - 208 次查看 This paper develops a pairs trading framework based on a mean-reverting jump-diffusionmodel and applies it to minute-by-minute data of the S&P 500 oil companies from 1998to 2015. The established stati ...2023-7-12 09:47 - LIG_z - 现金交易版

Reconciling Models of Diffusion and Innovation: A Theory of the Productivity Dis
5 个回复 - 430 次查看【作者(必填)】 Jess Benhabib, Jesse Perla, Christopher Tonetti 【文题(必填)】 Reconciling Models of Diffusion and Innovation: A Theory of the Productivity Distribution and Technology Frontier【年份 ...2023-4-12 09:55 - wxxstar21 - 求助成功区

Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coeff
1 个回复 - 430 次查看【作者(必填)】Gongqiu Zhang and Lingfei Li 【文题(必填)】Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients 【年份(必填)】2022 【全文链接或数据库名称(选填 ...2023-1-19 15:54 - ssylzz - 求助成功区

An Application of Damped Diffusion for Modeling Volatility Dynamics
1 个回复 - 344 次查看【作者(必填)】Mao-Wei Hung, Yi-Chen Ko, Jr-Yan Wang 【文题(必填)】An Application of Damped Diffusion for Modeling Volatility Dynamics 【年份(必填)】2022 【全文链接或数据库名称(选填)】https:// ...2022-10-30 15:57 - hnhs100 - 求助成功区

Modeling the marketingmix influence in new-product diffusion
1 个回复 - 584 次查看【作者(必填)】Bass, F. M., T. V. Krishnan, D. C. Jain. 【文题(必填)】Modeling the marketing mix influence in new-product diffusion 【年份(必填)】2000 【全文链接或数据库名称(选填)】V. Mahajan, ...2020-10-2 10:18 - sailing3200 - 文献求助专区

Studying dynamic market size-based adoption modeling & product diffusion
2 个回复 - 399 次查看【作者(必填)】Technological Forecasting and Social Change 【文题(必填)】Studying dynamic market size-based adoption modeling & product diffusion 【年份(必填)】2020 【全文链接或数据库名称(选填 ...2020-9-16 20:47 - sailing3200 - 求助成功区

Realistic modelling of information spread using peer-to-peer diffusion patterns
2 个回复 - 533 次查看【作者(必填)】Bin Zhou, Sen Pei, Lev Muchnik, Xiangyi Meng, Xiaoke Xu, Alon Sela, Shlomo Havlin & H. Eugene Stanley 【文题(必填)】Realistic modelling of information spread using pe ...2020-9-6 13:55 - wlw19881023 - 求助成功区

Estimation of a Self-Exciting Jump Diffusion Model for Oil Price by a Particle M
0 个回复 - 350 次查看【作者(必填)】L Gonzato, C Sgarra 【文题(必填)】Estimation of a Self-Exciting Jump Diffusion Model for Oil Price by a Particle Markov Chain Monte Carlo Method 【年份(必填)】2018 【全文链接或数据 ...2020-7-22 21:06 - ssylzz - 文献求助专区

Structural credit risk modelling with Hawkes jump diffusion processes
3 个回复 - 763 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

Parameter Estimation in Fractional Diffusion Models
24 个回复 - 1191 次查看 English | 6 Feb. 2018 | ISBN: 331971029X | 412 Pages | PDF This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many year ...2018-3-6 11:16 - igs816 - 经管书评

Diffusion of Innovations: Modifications of a Model for Telecommunications
2 个回复 - 1432 次查看【作者(必填)】Everett M. Rogers 【文题(必填)】Diffusion of Innovations: Modifications of a Model for Telecommunications 【年份(必填)】Die Diffusion von Innovationen in der Telekommunikation Sch ...2013-4-13 02:33 - Renesmee8989 - 求助成功区

求助英文文献 parameter estimation in fractional diffusion model
0 个回复 - 320 次查看最近在写论文，有同学有parameter estimation in fractional diffusion model的pdf嘛？2018-4-20 14:12 - LenaDai - 灌水吧

Threshold models of diffusion and collective behavior
2 个回复 - 421 次查看【文题(必填)】Threshold models of diffusion and collective behavior 【年份(必填)】1983 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/a ... ?journalCode=gmas202017-9-22 10:34 - hua2007 - 求助成功区

A multi-attribute diffusion model for forecasting the adoption of investment alt
6 个回复 - 764 次查看 A multi-attribute diffusion model for forecasting the adoption of investment alternatives for consumers http://www.sciencedirect.com/science/article/pii/00401625859003442016-1-20 10:51 - zhanggupeng - 求助成功区

Jump diffusion processes in financial modeling. by Ning Cai (Sep 3, 2011)
4 个回复 - 1252 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

Optimal risk control policies for diffusion models with non-cheap proportional
1 个回复 - 744 次查看【作者(必填)】Minghua Wu，Rong Wu & Aimin Zhou 【文题(必填)】Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value [/backcolor] 【年份(必 ...2017-4-21 11:35 - pertain - 求助成功区

Incorporating distribution into new product diffusion models
2 个回复 - 1188 次查看 Jones, J. M. & Ritz, C. J. (1991). Incorporating distribution into new product diffusion models. International Journal of Research in Marketing. 8 (2). 91-112. 谁能帮我找到？谢谢。2010-7-9 12:45 - flinkzt - 文献求助专区

Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distri
6 个回复 - 1347 次查看【作者(必填)】 MC Fu, B Li, G Li, R Wu 【文题(必填)】 Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions【年份(必填)】 2016 【全文链接或数据库名称(选填)】http ...2016-11-12 21:56 - 糖铺老木村 - 求助成功区

Optimal selling rules in a regime-switching exponential Gaussian diffusion model
1 个回复 - 753 次查看【作者(必填)】P. Eloe, R. H. Llu, M. Yatsuki, G. Yin and Q. Zhang 【文题(必填)】Optimal selling rules in a regime-switching exponential Gaussian diffusion model 【年份(必填)】2008 【全文链接 ...2016-8-6 14:27 - yangnay - 求助成功区

求文献COMPUTATION of GREEKS for JUMP-DIFFUSION MODELS
2 个回复 - 592 次查看【作者(必填)】Eddahbi, M.[/backcolor] Ben Cherif, S.M.L.[/backcolor] Nasroallah, A.[/backcolor] 【文题(必填)】COMPUTATION of GREEKS for JUMP-DIFFUSION MODELS[/backcolor] 【年份(必填)】2015 ...2016-8-3 22:34 - weilinhy - 求助成功区

Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model
1 个回复 - 538 次查看【作者(必填)】Robert J. Elliotta*, Tak Kuen Siub, Leunglung Chanc 【文题(必填)】Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model 【年份(必填)】2007 【全文链接或数据库名 ...2016-5-27 11:29 - hnu123 - 求助成功区

Predicting the Maximum Lead from Final Scores in Basketball: A Diffusion Model
1 个回复 - 473 次查看【作者(必填)】Wolf Schwarz 【文题(必填)】Predicting the Maximum Lead from Final Scores in Basketball: A Diffusion Model 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www.degruyter.c ...2016-4-12 09:45 - dliangfranklin - 求助成功区

RMB 1K+: 求帮忙 MCMC 参数估计Affine Jump Diffusion Model (ADJ)
0 个回复 - 909 次查看 RMB 1K+: 求帮忙 MCMC 参数估计Affine Jump Diffusion Model (ADJ) 最近在做点小论文，发现MCMC对ADJ的参数估计有点吃力。想求大牛帮忙，重金酬谢。也可以合作论文, (JBF is out targeting journal)。有大牛者联系 ...2016-4-1 13:04 - A07120320 - 计量经济学与统计软件

Convertible Bonds in a Defaultable Diffusion Model
1 个回复 - 1758 次查看【作者(必填)】 Bielecki, T., Crepey, S., Jeanblanc, M., Rutkowski, M. 【文题(必填)】 Convertible Bonds in a Defaultable Diffusion Model. 【年份(必填)】 2011 【全文链接或数据库名称(选填)】 Progr ...2015-8-12 21:35 - feiyufans - 求助成功区

A Jump-Diffusion Approach To Modelling Vulnerable Option Pricing
3 个回复 - 919 次查看【作者(必填)】Weidong Xua, , Weijun Xub, , Hongyi Lic, , Weilin Xiaob, , 【文题(必填)】A Jump-Diffusion Approach To Modelling Vulnerable Option Pricing 【年份(必填)】2012 【全文链接或数据库名 ...2015-6-2 08:41 - lipj - 求助成功区

Computation of Greeks using binomial trees in a jump-diffusion model
2 个回复 - 977 次查看【作者(必填)】Shintaro Suda , Yoshifumi Muroi 【文题(必填)】Computation of Greeks using binomial trees in a jump-diffusion model 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.sc ...2015-5-27 19:53 - lipj - 求助成功区

ESIS: Emotion-based spreader–ignorant–stifler model for information diffusion
1 个回复 - 1007 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】ESIS: Emotion-based spreader–ignorant–stifler model for information diffusionQ Wang, Z Lin, Y Jin, S Cheng, T Yang ...2015-3-29 23:44 - 马甲甲 - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and I
1 个回复 - 708 次查看【作者(必填)】【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 Volume 7, Is ...2015-2-8 00:53 - ssylzz - 求助成功区

Equity-credit modeling under affine jump-diffusion models with jump-to-default
2 个回复 - 692 次查看【作者(必填)】【文题(必填)】Equity-credit modeling under affine jump-diffusion models with jump-to-default 【年份(必填)】ournal of Financial Engineering < Previous Article Next Arti ...2015-1-22 00:01 - ssylzz - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and I
1 个回复 - 686 次查看【作者(必填)】【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】Mathematical F ...2015-1-14 11:29 - ssylzz - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
3 个回复 - 1059 次查看【作者(必填)】Louis O. Scott 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 ...2015-1-11 19:26 - lipj - 求助成功区

正式版A Jump-Diffusion Model for Option Pricing
2 个回复 - 1948 次查看【作者(必填)】【文题(必填)】A Jump-Diffusion Model for Option Pricing 【年份(必填)】【全文链接或数据库名称(选填)】http://pubsonline.informs.org/doi/abs/10.1287/mnsc.48.8.1086.1662015-1-6 01:28 - ssylzz - 求助成功区

正式版Option Pricing Under a Double Exponential Jump Diffusion Model
1 个回复 - 814 次查看【作者(必填)】【文题(必填)】Option Pricing Under a Double Exponential Jump Diffusion Model 【年份(必填)】【全文链接或数据库名称(选填)】http://pubsonline.informs.org/doi/abs/10.1287/mnsc.1030. ...2015-1-6 01:15 - ssylzz - 求助成功区

log likelihood for diffusion model
1 个回复 - 853 次查看求助大家帮忙看看这个。不知道code该怎么写。模型是 y=(a+b*s)*(n-s)*cos(c*P) 其中 a b n c是parameters. 老师让找 -2Log L. 请问code应该怎么写啊。2014-12-27 14:40 - john7668026 - SAS专版

The delta expansion for the transition density of diffusion models
2 个回复 - 496 次查看【作者(必填)】Yoon Dong Leea, 1, , Seongjoo Songb, 1, , Eun-Kyung Leec, , 【文题(必填)】The Delta Expansion for the Transition Density of Diffusion Models 【年份(必填)】2014 【全文链接或数据 ...2014-12-12 00:01 - lipj - 求助成功区

A product diffusion model incorporating repeat purchases
1 个回复 - 1132 次查看 Elsevier: Olson, J., & Choi, S. (1985). A product diffusion model incorporating repeat purchases. Technological Forecasting and Social Change, 27(4), 385-397.2014-7-31 12:03 - fancymarshal - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
2 个回复 - 1120 次查看【作者(必填)】Louis O. Scott 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 ...2014-7-1 23:50 - lipj - 求助成功区

Do affine jump-diffusion models require global calibration ?
1 个回复 - 665 次查看【作者(必填)】Seungho Yang & Jaewook Lee 【文题(必填)】Do affine jump-diffusion models require global calibration? Empirical studies from option markets 【年份(必填)】Quantitative Finance Volu ...2014-3-28 23:52 - nkky2011 - 求助成功区

When Adoption Brings Addiction：A Use-Diffusion Model for Social Information Sys
3 个回复 - 589 次查看【作者(必填)】A Theotokis, G Doukidis 【文题(必填)】 When Adoption Brings Addiction：A Use-Diffusion Model for Social Information Systems 【年份(必填)】2009 【全文链接或数据库名称(选填)】 h ...2014-3-6 11:26 - ws_200 - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
1 个回复 - 487 次查看【作者(必填)】 [*]Louis O. Scott 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份( ...2014-2-20 15:53 - hnhs100 - 求助成功区

Ising-like agent-based technology diffusion model: Adoption patterns vs. seeding
1 个回复 - 664 次查看【作者(必填)】 Carlos E. Lacianaa, b, , , Santiago L. Rovereb 【文题(必填)】 Ising-like agent-based technology diffusion model: Adoption patterns vs. seeding strategies【年份(必填)】 2011 【全文链 ...2014-2-9 20:32 - qijiongli - 求助成功区

文献求助+Knowledge diffusion models – perspectives of gene evolution and popula
1 个回复 - 699 次查看【作者(必填)】Huang, Jih-Jeng 【文题(必填)】Knowledge diffusion models – perspectives of gene evolution and population dynamics 【年份(必填)】2013 【全文链接或数据库名称(选填)】Knowledge man ...2013-12-6 17:00 - wwltm - 文献求助专区

A jump-diffusion approach to modelling vulnerable option pricing
1 个回复 - 656 次查看【作者(必填)】【文题(必填)】A jump-diffusion approach to modelling vulnerable option pricing 【年份(必填)】Finance Research Letters Volume 9, Issue 1, March 2012, Pages 48–56 【全文链接或数 ...2013-10-4 10:16 - ssylzz - 求助成功区

Jump Diffusion and Stochastic Volatility Models in Securities Pricing: Theory an
0 个回复 - 711 次查看【作者(必填)】 Mthuli Ncube (Author), Sambulo Malumisa (Author) 【文题(必填)】Jump Diffusion and Stochastic Volatility Models in Securities Pricing: Theory and Estimation for Various Asset Classes ...2013-6-15 13:43 - johnzi0128 - 文献求助专区

求On inference for partially observed nonlinear diffusion models
1 个回复 - 634 次查看【作者(必填)】 [*]G. O. Roberts1 and [*]O. Stramer2 【文题(必填)】 On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm 【年份(必填)】2001 ...2013-6-1 03:37 - 凸集分离定理 - 求助成功区

A Teaching Model of Network Diffusion: the Taiwan Example
1 个回复 - 686 次查看【作者(必填)】James O. Wheelera & Clifton W. Pannella 【文题(必填)】A Teaching Model of Network Diffusion: the Taiwan Example 【年份(必填)】1973 【全文链接或数据库名称(选填)】http://www.tand ...2012-12-11 12:00 - whaizhuang - 求助成功区

[求助]求论文ARCH models as diffusion approximation
4 个回复 - 2538 次查看求论文ARCH models as diffusion approximation，此乃Modelling Stock Market Volatility <font color="#7777 ...2008-9-11 08:43 - bushman - 计量经济学与统计软件

Optimizing Venture Capital Investments in a Jump Diffusion Model
1 个回复 - 1717 次查看 Optimizing Venture Capital Investments in a Jump Diffusion Model2010-1-7 23:50 - zengyan1984 - 论文版

A Jump Diffusion Model For Option Pricing
0 个回复 - 1816 次查看 A Jump Diffusion Model For Option Pricing2009-12-27 22:50 - zengyan1984 - 论文版

A Diffusion Model for Growth Stocks
0 个回复 - 1300 次查看 A Diffusion Model for Growth Stocks2009-12-27 22:47 - zengyan1984 - 论文版

关于 junp-diffusion model
3 个回复 - 1514 次查看我想学习跳-扩散模型的定价方法。有什么好的论文或者参考书？ ps: 本人在国外2009-8-1 13:29 - 甜蜜 - 金融工程（数量金融）与金融衍生品

Kalman Filter Estimation of New Product Diffusion Models_JMR1997.pdf
0 个回复 - 1676 次查看 2009-2-25 02:02 - iwomma - 市场营销

An Agent-Based Model of Plant Disease Diffusion and Control: Grapevine Leaf...
0 个回复 - 288 次查看 2006-3-21 03:57 - 行为金融学604 - Forum

about Jump-diffusion model
2 个回复 - 2631 次查看 who has empirical papers or introduction to Jump-diffusion model for pricing2005-7-13 23:00 - gegeda - 金融学（理论版）

Organisational Change in Europe: National Models or the Diffusion of a New ...
0 个回复 - 161 次查看 2004-12-31 17:52 - 结构动力学804 - Forum

A Jump-Diffusion Model with Stochastic Volatility and Durations
0 个回复 - 204 次查看 2004-12-1 00:20 - 非系统风险628 - Forum

Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models
0 个回复 - 310 次查看 2004-10-31 14:46 - 刺猬法则216 - Forum

A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models
0 个回复 - 255 次查看 2004-8-8 20:06 - 李嘉图441 - Forum

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