杀菌剂
发表于 2025-3-23 12:33:26
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安定
发表于 2025-3-23 17:24:10
Springer Financehttp://image.papertrans.cn/m/image/626243.jpg
Champion
发表于 2025-3-23 20:48:53
https://doi.org/10.1007/978-1-84628-737-4Bessel processes; Finance; Financial Market; Financial Markets; Jump-diffusion Processes; Mathematical Fi
Adj异类的
发表于 2025-3-24 02:13:59
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Electrolysis
发表于 2025-3-24 03:40:05
Mixed ProcessesIn this chapter, we present stochastic calculus for mixed processes (also often called jump-diffusions), i.e., loosely speaking they are processes whose dynamics are driven by a pair of processes consisting of a Brownian motion and a compound Poisson process. We give some applications to finance.
murmur
发表于 2025-3-24 09:05:17
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cluster
发表于 2025-3-24 10:56:17
Basic Concepts and Examples in Financecontinuous-path processes. We study in particular the general principle for valuation of contingent claims, the Feynman-Kac approach, the Ornstein-Uhlenbeck and Vasicek processes, and, finally, the pricing of European options.
售穴
发表于 2025-3-24 16:35:58
Hitting Times: A Mix of Mathematics and Financean motion, and we study barrier and lookback options. In the last part of the chapter, we present applications to the structural approach of default risk and real options theory and we give a short presentation of American options.
Stagger
发表于 2025-3-24 20:19:36
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DRILL
发表于 2025-3-25 01:26:07
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