Estimating Market-Implied Value with Jump-Diffusion Models - MATLAB & Simulink
Merton's Jump Diffusion Model - Wolfram Demonstrations Project
An empirical study on asymmetric jump diffusion for option and annuity pricing | PLOS ONE
Merton Jump Diffusion Model with Python
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Simulated paths of jump-diffusion vs non-jump-diffusion process. | Download Scientific Diagram
Mean Reversion with Jumps Models
Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons | The Journal of Mathematical Neuroscience | Full Text
Jump Diffusion Process. When does a jump occur? - New to Julia - Julia Programming Language
A jump-diffusion model for pricing electricity under price-cap regulation | SpringerLink
Merton Jump Diffusion Model - YouTube
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Jump Diffusion Process. When does a jump occur? - New to Julia - Julia Programming Language
An example realization of a jump-diffusion process Xt with Lp = ∂x... | Download Scientific Diagram
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![PDF] MERTON JUMP-DIFFUSION MODEL VERSUS THE BLACK AND SCHOLES APPROACH FOR THE LOG-RETURNS AND VOLATILITY SMILE FITTING | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/ccf02d719ef8c7b12fc846616444678094061db3/13-Figure1-1.png "PDF] MERTON JUMP-DIFFUSION MODEL VERSUS THE BLACK AND SCHOLES APPROACH FOR THE LOG-RETURNS AND VOLATILITY SMILE FITTING | Semantic Scholar")
PDF] MERTON JUMP-DIFFUSION MODEL VERSUS THE BLACK AND SCHOLES APPROACH FOR THE LOG-RETURNS AND VOLATILITY SMILE FITTING | Semantic Scholar
monte carlo - How to estimate lambda for Jump-Diffusion Process from Empirical data? - Quantitative Finance Stack Exchange
Mathematics | Free Full-Text | Spread Option Pricing in Regime-Switching Jump Diffusion Models
Merton Jump Diffusion Model with Python
Application of the Merton Jump Diffusion Model in S&P500
Merton's Jump Diffusion Model - Wolfram Demonstrations Project
