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Research article

First published 2014-12-5

Splitting and matrix exponential approach for jump-diffusion models with Inverse Normal Gaussian,Hyperbolic and Meixner jumps

Andrey Itkin

Algorithmic Finance

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Research article

First published 2019-12

Oil Prices and Banking Instability: A Jump-Diffusion Model for Bank Capital Structure

Willi Semmler, Samar Issa

The Energy Journal

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Research article

First published 2025-1

Modification of temperature jump condition for modified Navier-Stokes equations included molecular diffusivity in high-speed rarefied gas flows

Nam T. P. Le, Quang Dang Le, Duc-Nam Nguyen [...]

Proceedings of the Institution of Mechanical Engineers,Part C: Journal of Mechanical Engineering Science

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Research article

First published 2022-2

Extended dissipative-based state estimation for Markov jump coupled neural networks with reaction-diffusion terms

Dongxiao Hu, Xiaona Song, Xingru Li

Transactions of the Institute of Measurement and Control

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Research article

First published 2021-8

A diffusive representation approach toward H ∞ sliding mode control design for fractional-order Markovian jump systems

Majid Parvizian, Khosro Khandani

Proceedings of the Institution of Mechanical Engineers,Part I: Journal of Systems and Control Engineering

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Research article

First published 2025-8

Bayesian Inference of Geometric Brownian Motion: An Extension with Jumps

Yifei Yan, Juan Sosa, Carlos Alberto Martínez

Model Assisted Statistics and Applications

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Research article

First published 2013-2

Valuation of credit contingent interest rate swap

Jin Liang, Yin Xu

Risk and Decision Analysis

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Research article

First published 2000-11

Construction of Novel Nanosecond Temperature Jump Apparatuses Applicable to Raman Measurements and Direct Observation of Transient Temperature

Kohji Yamamoto, Yasuhisa Mizutani, Teizo Kitagawa

Applied Spectroscopy

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Research article

First published 1978-04

Option Valuation: Some Empirical Results

Carl Chiarella, Warren R. Hughes

Australian Journal of Management

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Research article

First published 2013-01

Jump Processes in the Market for Crude Oil

Neil A. Wilmot, Charles F. Mason

The Energy Journal

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