Keywords: پرش فرآیند; Variable annuities; Life insurance; Hawkes process; Self-exciting process; Jump process;
مقالات ISI پرش فرآیند (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: پرش فرآیند; 91B16; 91G20; 93E20; 60J75(Re-)Insurance; Catastrophe derivatives; Jump process; Random thinning; Utility indifference price
Keywords: پرش فرآیند; Time-consistent; Actuarial valuation; Backward iteration; Infinitesimal generator; Jump process; Partial Differential Equation;
Keywords: پرش فرآیند; Stochastic volatility; MCMC; Jump process; Regime changes; C58; C53; E43; G17;
Keywords: پرش فرآیند; Electricity spot price; Stochastic multifactor model; Jump process; Threshold; GARCH(1,1);
Keywords: پرش فرآیند; Central bank communication; Exchange rate communication; Official statements; High-frequency data; Jump process; VolatilityE58; F31; G15
Keywords: پرش فرآیند; Oil price shock; Stock return; Jump process; Regime switching; C22; C52; G12; Q43;
Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C1,η open sets
Keywords: پرش فرآیند; primary; 60J35; 47G20; 60J75; secondary; 47D07; Dirichlet form; Jump process; Jumping kernel; Markov process; Heat kernel; Dirichlet heat kernel; Transition density; Lévy system;
Testing the characteristics of a Lévy process
Keywords: پرش فرآیند; 62M02; 60G51; 60G52; 60J75; 62G10; 62G20; 91B84; Jump process; Lévy-Khinchine characteristics; Characteristic triplet; Nonparametric testing; Empirical characteristic function; Volatility; Blumenthal-Getoor index; Jump density;
Weak convergence of functional stochastic differential equations with variable delays
Keywords: پرش فرآیند; 39A30; 37H10Weak convergence; Variable delay; Brownian motion; Jump process
The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI-GARCH model
Keywords: پرش فرآیند; C32; G32; Q40; Jump process; Copula; Nonlinear dependence; Crude oil market;
Power variation of fractional integral processes with jumps
Keywords: پرش فرآیند; Realized power variation; Long memory; Jump process; Central limit theorem; High frequency;
Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
Keywords: پرش فرآیند; Filtering theory; Kalman filters; Multiplicative noise; Jump process; Riccati equations
Complete Controllability of Stochastic Evolution Equations with Jumps *
Keywords: پرش فرآیند; stochastic differential equations; complete controllability; mild solution; jump process; delay equations
Extreme returns: The case of currencies
Keywords: پرش فرآیند; G1; F3; Crash risk; Fat tails; Exchange rates; High frequency; Microstructure; Jump process; Value-at-risk;
Diffusion approximation of birth–death processes: Comparison in terms of large deviations and exit points
Keywords: پرش فرآیند; Diffusion approximation; Large deviations; Exit points; Jump process; Birth and death
Conditional law of risk processes given that ruin occurs
Keywords: پرش فرآیند; 60J25; 60J75; 60J35; Markov process; Generator; Absorbing state; Ruin; Diffusion process; Jump process; Weak convergence; Piecewise deterministic Markov process (PDMP); Change of measure; Cramér condition; Subexponential distribution;
China's official rates and bond yields
Keywords: پرش فرآیند; E43; E44; E52; E58; G15; China; Deposit interest rate; Bond yields; Jump process; Affine model;
Nonparametric estimation for a class of Lévy processes
Keywords: پرش فرآیند; C13; Deconvolution; Empirical characteristic function; Errors in variables; Financial data; Inverse problem; Jump process; Lévy process; Rates of convergence; Regression; Stable law;
Testing for jumps in the EGARCH process
Keywords: پرش فرآیند; C12; C22Davies problem; Dirac's delta function; Exponential GARCH; Jump process; Lagrange multiplier test
Testing for jumps in the stochastic volatility models
Keywords: پرش فرآیند; C12; C22; Davies Problem; Dirac's delta function; Jump process; Lagrange multiplier test; Stochastic volatility process;
The martingale problem for a class of stable-like processes
Keywords: پرش فرآیند; primary, 60J75; secondary, 60H10, 60G52Martingale problem; Stable-like processes; Symmetric stable process; Stochastic differential equation; Jump process; Poisson point process; Harnack inequality
High resolution quantization and entropy coding of jump processes
Keywords: پرش فرآیند; High resolution quantization; Entropy coding; Complexity; Jump process; Compound Poisson process; Lévy process; Metric entropy
A connection between extreme value theory and long time approximation of SDEs
Keywords: پرش فرآیند; 60G10; 60G70; 60J75; 65D15Stochastic differential equation; Jump process; Invariant distribution; Euler scheme; Extreme value
Limit theorems in financial market models
Keywords: پرش فرآیند; Continuous double auction; Drift coefficient; Jump process; Cluster expansion; Dobrushin-Hryniv theory;
The importance of jumps in pricing European options
Keywords: پرش فرآیند; Option pricing; Heston model; Jump process; Sensitivity analysis; Morris method; Variance-based sensitivity indices
Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps
Keywords: پرش فرآیند; 60H07; 60J75Malliavin calculus; Jump process; Canonical process; Density function
Malliavin Monte Carlo Greeks for jump diffusions
Keywords: پرش فرآیند; Jump process; Lévy process; Monte Carlo estimation; Mathematical finance