Jump diffusion - Globe Thesis

Keyword [Jump diffusion] Result: 41 - 60 \| Page: 3 of 8
41.	Pricing Default Bond In Financial Market Driven By Fractional Brownian Motion And Jump Process
42.	Pricing Vulnerable European Options In A Mixed Environment Of Geometric And Fractional Brownian Motion
43.	Chooser Option Pricing In Bi-fractional Brownian Motion Environment
44.	Problems Of Optimal Execution Under Jump-diffusion Processes
45.	Study On Numerical Methods For Several Classes Of SDEs And SPDEs
46.	Research On The Option Pricing With Liquidity Risk
47.	Option Pricing Under Regime-switching Jump-diffusion Models
48.	Research On Vulnerable Option Pricing Under Jump Diffusion
49.	Research On Optimal Investment And Reinsurance For Complicated Jump-diffusion Risk Models Under Mean-Variance Criterion
50.	A Study On Optimal Premiums And Optimal Investment-reinsurance Problems Of Insurance Companies
51.	Numerical Methods For Option Pricing With Jumps
52.	Mean-Variance Portfolio Selection With Jump-Diffusion Under Regime-Switching Model
53.	Option Pricing In Two-factor Markov-modulated Jump-diffusion Stochastic Volatility Models
54.	Vulnerable Option Pricing In Bi-Fractional Brownian Motion Environment
55.	Quanto Option Pricing In Bi-fractional Brownian Motion Environment
56.	European Power Option Pricing Model Under Bi-Fractional Ornstein-Uhlenbeck Process
57.	Research On European Option Pricing Based On Prospect Theory
58.	European Option Pricing With Transaction Costs Under The Environment Of Lévy Jump
59.	The Research Of Option Pricing About Different Financial Market Models
60.	Robust Cos Method For Option Pricing In Affine Jump Diffusion Models
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