https://arxiv.org/abs/1704.03690
[1704.03690] Symbolic Models for Retarded Jump-Diffusion Systems
Abstract page for arXiv paper 1704.03690: Symbolic Models for Retarded Jump-Diffusion Systems
jump diffusion170403690symbolicmodels
https://www.scirp.org/journal/articles?searchcode=+Jump+Diffusion&searchfield=keyword&page=1
Jump Diffusion - Articles - Scientific Research Publishing
jump diffusionscientific researcharticlespublishing
https://www.hu-berlin.de/forschung-lehre/forschungsinformationssystem/projekt-details/case-stipendium-sal-oppenheim-calibration-of-jump-diffusion-stochastic-volatility-option-pricing-models
CASE: Stipendium Sal. Oppenheim - Calibration of jump-diffusion stochastic volatility option...
sal oppenheimjump diffusionstochastic volatilitycasestipendium
https://dev.to/ayratmurtazin/volatility-clustering-with-merton-hawkes-jump-diffusion-simulations-in-python-4ibh
Volatility Clustering with Merton-Hawkes Jump-Diffusion Simulations in Python - DEV Community
Model intraday volatility clustering across stocks, ETFs, and BTC using Merton jump-diffusion enhanced with Hawkes self-exciting processes. Tagged with python,...
volatility clusteringjump diffusion
https://arxiv.org/abs/2604.05008
[2604.05008] Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation...
Abstract page for arXiv paper 2604.05008: Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS
https://ideas.repec.org/p/bbk/bbkefp/0507.html
Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality
Downloadable! In this paper we present a mean-reverting jump diffusion model for the electricity spot price. We obtain a closed-form solution for forward...
jump diffusion modela mean