Jump diffusion - Globe Thesis

Keyword [Jump diffusion] Result: 61 - 80 \| Page: 4 of 8
61.	Pricing Option And EIAs When Discrete Dividends Follow A Markov-modulated Jump Diffusion Model
62.	Research On Ruin Probability And Optimal Control Of Several Kinds Of Risk Models
63.	The Maximum Likelihood Estimation Of Jump-diffusion Process Under The Domination Of Jump Threshold
64.	Pricing Vulnerable Options When Corporate Liabilities Are Random
65.	Reset Option Pricing For Double Heston Jump-Diffusion Hybrid Model
66.	Valuation Of Freight Options Under Regime-switching Models
67.	Pricing Barrier Options In The Two-factor Stochastic Volatility Jump-diffusion Model
68.	Numerical Study On Several Kinds Of Asian Pricing Options
69.	Optimal Investment And Reinsurance Strategies For Insurance Companies And Reinsurers
70.	Pricing Asian Power Options Under Mixed Fractional Brownian Motion Environment With Jumps
71.	Pricing Dynamic Fund Protections With A Stochastic Barrier
72.	Life Insurance Model In Bi-Fractional Brownian Motion
73.	Convertible Bond Pricing Model In Bi-fractional Ornstein-uhlenback Process
74.	Chooser Option Pricing Models Under Bi-Fractional Ornstein-Uhlenback Process
75.	The Reload Option Pricing In Sub-fractional Brownian Motion Environment
76.	Time-inconsistent Optimal Insurance Investment Decision-making Under The Market Conditions Of No-short Selling
77.	Option Pricing Under The Model With Cross-Feedback Between Self-Exciting Jumps And Volatility
78.	Pricing European Power Exchange Option Under Bidimensional Hawkes Jump Diffusion Process
79.	Pricing Options In Jump Diffusion Models With Stochastic Interest Rate Using Mellin Transform
80.	Pricing European Option Under Time-changed Mixed Fractional Brownian Motion,Stochastic Interest Rate,and Jump-diffusion Models
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