The Solution to a Differential-Difference Equation Arising in Optimal Stopping of a Jump-Diffusion Process by Cláudia Nunes, Rita Pimentel, Ana Prior

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Dependability Analysis Tool Based on Multi-Dimensional Stochastic Noisy Model for Cloud Computing with Big Data by Yoshinobu Tamura, Shigeru Yamada

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Optimal Investment and Reinsurance Policies in a Continuous-Time Model by Yan Tong, Tongling Lv, Yu Yan

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Upside and downside correlated jump risk premia of currency options and expected returns by Jie-Cao He, Hsing-Hua Chang, Ting-Fu Chen, Shih-Kuei Lin

Subjects: “…Jump-diffusion process…”
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Project Maintenance Effort Optimization Based on Flexible JDP Model for OSS Fault Big Data by Yoshinobu Tamura, Shigeru Yamada

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On the return process with refractoriness for a non-homogeneous Ornstein-Uhlenbeck neuronal model by Virginia Giorno, Serena Spina

Subjects: “…jump diffusion process…”
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Degradation Modeling for Lithium-Ion Batteries with an Exponential Jump-Diffusion Model by Weijie Liu, Yan Shen, Lijuan Shen

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Are current microscopic traffic models capable of generating jerk profile consistent with real world observations? by Hongsheng Qi

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Convergence of hitting times for jump-diffusion processes by Georgiy Shevchenko

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Testing Jump-Diffusion in Epileptic Brain Dynamics: Impact of Daily Rhythms by Jutta G. Kurth, Thorsten Rings, Klaus Lehnertz

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Hierarchical Markov Model in Life Insurance and Social Benefit Schemes by Jiwook Jang, Siti Norafidah Mohd Ramli

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Jumping hedges on the strength of the Mellin transform by M. Rodrigo, R.S. Mamon

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A hybrid framework for mean-CVaR portfolio selection under jump-diffusion processes: Combining cross-entropy method with beluga whale optimizat by Guocheng Li, Pan Zhao, Minghua Shi, Gensheng Li

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Corporate credit risk modeling under carbon pricing uncertainty: A Knightian uncertainty approach by Chabi Marcellin Daki Dominique, Yixiang Tian

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Option Pricing and Portfolio Optimization under a Multi-Asset Jump-Diffusion Model with Systemic Risk by Roman N. Makarov

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Nonparametric Threshold Estimation for Drift Function in Jump–Diffusion Model of Interest Rate Using Asymmetric Kernel by Yuping Song, Chen Li, Hemin Wang, Jiayi Meng, Liang Hao

Subjects: “…jump–diffusion process…”
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Constructing <i>C</i>₀-Semigroups via Picard Iterations and Generating Functions: An Application to a Black–Scholes Integro-Differential Operator by Marianito R. Rodrigo

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Including Jumps in the Stochastic Valuation of Freight Derivatives by Lourdes Gómez-Valle, Julia Martínez-Rodríguez

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Option Pricing with Stochastic Volatility and Jump Diffusion Processes by Radu Lupu

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Option Pricing with Stochastic Volatility and Jump Diffusion Processes by Radu Lupu

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