المؤلفون: Mohammed Alruqimi, Luca Di Persio

المصدر: Mathematics, Vol 13, Iss 2, p 307 (2025)

مصطلحات موضوعية: crude oil-driven conditional generative adversarial network, Lévy–Merton jump-diffusion model, oil price forecasting, long short-term memory, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-7390/13/2/307; https://doaj.org/toc/2227-7390

URL الوصول: https://doaj.org/article/0506c87a921445bb87b0b90d019da098

المؤلفون: Ali Asghar Movahed, Houshyar Noshad

المصدر: Frontiers in Physics, Vol 12 (2024)

مصطلحات موضوعية: stock prices modeling, stochastic dynamical equation, Black-Scholes model, poisson jump process, jump-diffusion model, jump-drift process, Physics, QC1-999

وصف الملف: electronic resource

Relation: https://www.frontiersin.org/articles/10.3389/fphy.2024.1402593/full; https://doaj.org/toc/2296-424X

URL الوصول: https://doaj.org/article/60eaa842a0a744d38c930aa4590a1b70

المؤلفون: Wenxiu Gong, Zuoliang Xu, Yesen Sun

المصدر: Axioms, Vol 13, Iss 10, p 674 (2024)

مصطلحات موضوعية: Caputo fractional derivative, time fractional Black-Scholes model, jump-diffusion model, option pricing, RBF method, graded meshes, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2075-1680/13/10/674; https://doaj.org/toc/2075-1680

URL الوصول: https://doaj.org/article/b05a9a67a81c4d7ebdfc1d6cb78f80c9

المؤلفون: Seru, Feby, Jannah, Miftachul, Tandiangnga, Tiku

المصدر: Jurnal Matematika, Statistika dan Komputasi; Vol. 20 No. 3 (2024): May 2024; 680-692 ; 2614-8811 ; 1858-1382

مصطلحات موضوعية: Jump Diffusion Model, Stock Return, Investment, Prediction, Risk Analysis

وصف الملف: application/pdf

Relation: http://journal.unhas.ac.id/index.php/jmsk/article/view/33261/11483; http://journal.unhas.ac.id/index.php/jmsk/article/view/33261

الاتاحة: http://journal.unhas.ac.id/index.php/jmsk/article/view/33261
https://doi.org/10.20956/j.v20i3.33261

المؤلفون: Adam Oleksiuk, Rafał Łochowski

المصدر: Journal of Modern Science, Vol 49, Iss 2, Pp 103-119 (2022)

مصطلحات موضوعية: enterprises, warsaw stock exchange, pandemic, covid-19 coronavirus, wig-20, geometric brownian motion model, merton's jump-diffusion model, Social Sciences

وصف الملف: electronic resource

Relation: https://www.jomswsge.com/Impact-of-The-Coronavirus-Covid-19-On-Enterprises-Sector-In-Poland-Evidence-From,155803,0,2.html; https://doaj.org/toc/1734-2031; https://doaj.org/toc/2391-789X

URL الوصول: https://doaj.org/article/b02f9081d26e46f3b58423af09df19cf

المؤلفون: Bu, Tianren

المساهمون: Peskir, Goran

مصطلحات موضوعية: 510, Option Pricing, Optimal Stopping and Free-Boundary Problem, Double Exponential Jump-Diffusion Model, Change-of-Variable Formula

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.740326

المؤلفون: Mohapatra, Jugal, Santra, Sudarshan, Ramos Calle, Higinio

مصطلحات موضوعية: Black-Scholes jump-diffusion model, Caputo derivative, Adomian decomposition method, Finite difference, L1 discretization, Error analysis, 12 Matemáticas

Relation: https://link.springer.com/article/10.1007/s10614-023-10386-3; Mohapatra, J., Santra, S. & Ramos, H. Analytical and Numerical Solution for the Time Fractional Black-Scholes Model Under Jump-Diffusion. Comput Econ (2023). https://doi.org/10.1007/s10614-023-10386-3; http://hdl.handle.net/10366/156294

الاتاحة: http://hdl.handle.net/10366/156294

المؤلفون: Li, H, Liu, H, Tang, Q, Yuan, Z

المصدر: urn:ISSN:0167-6687 ; urn:ISSN:1873-5959 ; Insurance: Mathematics and Economics, 108, 84-106

مصطلحات موضوعية: 3 Good Health and Well Being, Affine jump-diffusion model, COVID-19, Implied market price of risk, Instantaneous correlation, Mortality-linked security, Pricing, anzsrc-for: 01 Mathematical Sciences, anzsrc-for: 14 Economics, anzsrc-for: 15 Commerce, Management, Tourism and Services

وصف الملف: application/pdf

Relation: http://hdl.handle.net/1959.4/unsworks_82393; https://unsworks.unsw.edu.au/bitstreams/e3371c03-d27d-44ba-bcb3-b348b921478d/download; https://doi.org/10.1016/j.insmatheco.2022.11.002

الاتاحة: http://hdl.handle.net/1959.4/unsworks_82393
https://unsworks.unsw.edu.au/bitstreams/e3371c03-d27d-44ba-bcb3-b348b921478d/download
https://doi.org/10.1016/j.insmatheco.2022.11.002

المؤلفون: Company Rossi, Rafael, Egorova, Vera, Jódar Sánchez, Lucas

المساهمون: Universidad de Cantabria

المصدر: Mathematical Methods in the Applied Sciences, 2023, 46(9), 10332-10347

مصطلحات موضوعية: Exponential time differencing, Jump-diffusion model, Multi-asset option pricing, Multivariate Gauss-Hermite quadrature, Partial-integro differential equation

Relation: https://doi.org/10.1002/mma.9125; MTM2017-89664-P; PID2019-107685RB-I00; https://hdl.handle.net/10902/28969

الاتاحة: https://hdl.handle.net/10902/28969
https://doi.org/10.1002/mma.9125

المؤلفون: P Manshour, M A Badragheh

المصدر: Iranian Journal of Physics Research, Vol 20, Iss 1, Pp 83-91 (2020)

مصطلحات موضوعية: langevin equation, heart failure, kramers-moyal coefficients, jump-diffusion model, Physics, QC1-999

وصف الملف: electronic resource

Relation: http://ijpr.iut.ac.ir/article_1597_77491db3132a75158ac9e5db8ebb9059.pdf; https://doaj.org/toc/1682-6957; https://doaj.org/toc/2345-3664

URL الوصول: https://doaj.org/article/7cf78f4f8408450383780b0cf2813656

المؤلفون: T. Berhane, M. Adam, G. Awgichew, E. Haile

المصدر: International Journal of Research in Industrial Engineering, Vol 9, Iss 1, Pp 25-45 (2020)

مصطلحات موضوعية: jump diffusion model, option pricing, kurtosis, skewness, risk-neutral measure, whgs3 sesame price, Industrial engineering. Management engineering, T55.4-60.8

وصف الملف: electronic resource

Relation: http://www.riejournal.com/article_105448_c58f68ce716fb003111baee20f9be1db.pdf; https://doaj.org/toc/2783-1337; https://doaj.org/toc/2717-2937

URL الوصول: https://doaj.org/article/69562f0923f043b78ec2d21bbdf53514

المؤلفون: Jun Liu, Jingzhou Yan

المصدر: Fractal and Fractional; Volume 6; Issue 8; Pages: 409

مصطلحات موضوعية: convergence rate, high-order finite difference method, Markov regime-switching jump-diffusion model, partial integro-differential equations

وصف الملف: application/pdf

Relation: General Mathematics, Analysis; https://dx.doi.org/10.3390/fractalfract6080409

الاتاحة: https://doi.org/10.3390/fractalfract6080409

المؤلفون: Afhami, Bahareh, Rezapour, Mohsen, Madadi, Mohsen, Maroufy, Vahed

المصدر: Statistics, Optimization & Information Computing; Vol 10 No 3 (2022); 983-997 ; 2310-5070 ; 2311-004X ; 10.19139/soic.v10i3

مصطلحات موضوعية: portfolio optimisation, error-maximisation, portfolio sensitivity, jump-diffusion model

وصف الملف: application/pdf

Relation: http://www.iapress.org/index.php/soic/article/view/1564/952; http://www.iapress.org/index.php/soic/article/view/1564

الاتاحة: http://www.iapress.org/index.php/soic/article/view/1564
https://doi.org/10.19139/soic-2310-5070-1564

المؤلفون: Rahman Akbari, Reza Mokhtari, Mohammad Taghi Jahandideh

المصدر: Advances in Difference Equations, Vol 2019, Iss 1, Pp 1-13 (2019)

مصطلحات موضوعية: Black–Scholes equation, Combined compact difference (CCD), Jump-diffusion model, Option pricing, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1687-1847

URL الوصول: https://doaj.org/article/3ba355bf6664403cbd4ecaf3f5545abb

المؤلفون: Dengfeng Xia, Weijie Yuan, Weiyin Fei

المصدر: Systems Science & Control Engineering, Vol 7, Iss 3, Pp 13-19 (2019)

مصطلحات موضوعية: Jump-diffusion model, A-C case, geometric Lévy process, reinsurance-investment, Control engineering systems. Automatic machinery (General), TJ212-225, Systems engineering, TA168

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2164-2583

URL الوصول: https://doaj.org/article/712923d823df4f01bc03bdcd39e145f1

المؤلفون: Hsu, Pao-Peng, Wang, Chiang-Hui

المصدر: Journal of Asian Scientific Research; Vol. 14 No. 3 (2024); 360-373 ; 2223-1331 ; 2226-5724

مصطلحات موضوعية: Bitcoin option, Co-Jump, Correlated bivariate jump-diffusion model, HJM model, Option pricing, Systematic jump risk

وصف الملف: application/pdf

Relation: https://archive.aessweb.com/index.php/5003/article/view/5090/7965; https://archive.aessweb.com/index.php/5003/article/view/5090

الاتاحة: https://archive.aessweb.com/index.php/5003/article/view/5090

المؤلفون: Relvas, Ana Paula Gonçalves Couto

المساهمون: Gonçalves, Tiago, Repositório da Universidade de Lisboa

مصطلحات موضوعية: Basileia III, Regulamentação para o Capital de Requisitos, modelo Multi-factor Vasicek, risco de crédito, modelo Jump- diffusion, Basel III, CRR (Capital Requirements Regulation), Vasicek Multifactor Model, Credit Risk, Jump-diffusion Model

وصف الملف: application/pdf

Relation: Relvas, Ana Paula Gonçalves Couto (2018). "Risco de crédito". Dissertação de Mestrado, Universidade de Lisboa. Instituto Superior de Economia e Gestão.

الاتاحة: http://hdl.handle.net/10400.5/17625

المؤلفون: Li, Xiaoping, Zhou, Chunyang

المصدر: China Finance Review International, 2018, Vol. 8, Issue 4, pp. 387-398.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/CFRI-08-2017-0180

المؤلفون: Wang, Dong-Mei

المساهمون: Duck, Peter

مصطلحات موضوعية: 519, Monte Carlo simulation, jump diffusion model, feedback model, Bermudan option

URL الوصول: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.527183

المؤلفون: Mohammad Karimnejad Esfahani, Abdolsadeh Neisy, Stefano De Marchi

المساهمون: KARIMNEJAD ESFAHANI, Mohammad, Neisy, Abdolsadeh, DE MARCHI, Stefano

مصطلحات موضوعية: Oil derivative market, Radial Basis Functions (RBF), oil futures, initial and boundary value problems, jump-diffusion model

وصف الملف: ELETTRONICO

Relation: volume:9; issue:1; firstpage:81; lastpage:92; numberofpages:12; journal:JOURNAL OF MATHEMATICAL MODELING; http://hdl.handle.net/11577/3395463; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85097057833; https://jmm.guilan.ac.ir/article_4234_4601c4bfd9ea42954940b31531be8371.pdf

الاتاحة: http://hdl.handle.net/11577/3395463
https://doi.org/10.22124/jmm.2020.15948.1396
https://jmm.guilan.ac.ir/article_4234_4601c4bfd9ea42954940b31531be8371.pdf