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Stochastic Modeling of Stock Prices Incorporating Jump Diffusion and Shot Noise Models

prices incorporating jump diffusion and shot noise models based on the work of Altmann, Schmidt and Stute ("A Shot Noise Model For Financial;

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Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology

of Markov jump processes and stochastic differential equations. Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational;

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Parameter Estimation in Fractional Diffusion Models

, financial markets, and the economy. The substantial limitation in the use of stochastic diffusion models with Brownian motion is due to the fact;

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Stochastic Modelling of Reactionâ Diffusion Processes

-temporal models are then studied, including models of diffusion and stochastic reaction-diffusion modelling. The methods covered include molecular;

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Stochastic Modelling of Reaction-Diffusion Processes

-temporal models are then studied, including models of diffusion and stochastic reaction-diffusion modelling. The methods covered include molecular;

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Parameter Estimation in Stochastic Volatility Models

well as nontraditional continuous time stochastic volatility models driven by fractional Levy processes. By incorporating jumps and long memory;

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Stochastic Biomathematical Models

systems. Recent advances in stochastic analysis and increasing computing power facilitate the analysis of more biophysically realistic models, and;

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Analytically Tractable Stochastic Stock Price Models

is to provide sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions, and implied;

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Stochastic Finance

apply these general principles to three kinds of models: binomial, diffusion, and jump models. The author uses the binomial model to illustrate;

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Stochastic Processes in Cell Biology

equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems;

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Pathwise Estimation and Inference for Diffusion Market Models

stochastic analysis and the classical diffusion stock market models. The remaining chapters discuss more special stock and bond market models and;

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Pathwise Estimation and Inference for Diffusion Market Models

stochastic analysis and the classical diffusion stock market models. The remaining chapters discuss more special stock and bond market models and;

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Stochastic Analysis, Stochastic Systems, And Applications To Finance

with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part;

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The Time-Discrete Method of Lines for Options and Bonds

and bond prices in one and two dimensions, reflecting multiple assets, stochastic volatility, jump diffusion and uncertain parameters. Special;

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Real Options Valuation

often non-stationary and exhibit non-normally distributed returns. Subsequently, more realistic stochastic volatility, jump diffusion, and Levy;

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Risk-sensitive Investment Management

in Asset PricesGeneral Jump-Diffusion SettingFund Separation and;

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Stochastic Dynamics in Computational Biology

, it also addresses modeling approaches for non well-mixed reaction-diffusion dynamics, including deterministic and stochastic PDEs and;

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Probability and Stochastic Processes for Physicists

example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes;

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Probability and Stochastic Processes for Physicists

example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes;

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Stochastic Finance

Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time;

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Brownian Dynamics at Boundaries and Interfaces

molecules or stock prices, give rise to mathematical problems that neither the kinetic theory of Maxwell and Boltzmann, nor Einstein's and;

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Dynamics and Stochastic Processes

The contributions to this volume review the mathematical description of complex phenomena from both a deterministic and stochastic point;

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Modeling Anomalous Diffusion: From Statistics to Mathematics

(stochastic processes) and macroscopic models (partial differential equations) have been built up. The relationships between the two kinds of models;

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Radio Resource Management in Multi-Tier Cellular Wireless Networks

allocation and a comparison of their effectiveness, explains how to model various networks using Stochastic geometry and shot noise theory, and much;

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Optimal Portfolios

The focus of the book is the construction of optimal investment strategies in a security market model where the prices follow diffusion;

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Generalized Stochastic Processes

in Probability Theory and Spectral Theory of Stochastic Processes plus a well-choosen set of problems and solutions round this compact textbook off.;

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Stochastic Modeling for Medical Image Analysis

Stochastic Modeling for Medical Image Analysis provides a brief introduction to medical imaging, stochastic modeling, and model-guided;

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