A switching self-exciting jump diffusion process for stock prices | SpringerLink
Merton's Jump Diffusion Model - Wolfram Demonstrations Project
Estimating Market-Implied Value with Jump-Diffusion Models - MATLAB & Simulink
Buy Structural Approach of Credit Risk with Jump Diffusion Process Book Online at Low Prices in India | Structural Approach of Credit Risk with Jump Diffusion Process Reviews & Ratings - Amazon.in
Jump-diffusion stochastic processes with Maple - Maple Application Center
monte carlo - How to estimate lambda for Jump-Diffusion Process from Empirical data? - Quantitative Finance Stack Exchange
Jump Diffusion Process. When does a jump occur? - New to Julia - Julia Programming Language
8 4 Jump diffusion models - YouTube
Merton's Jump Diffusion Model - Wolfram Demonstrations Project
Two Jump Diffusion Processes - Wolfram Demonstrations Project
An example realization of a jump-diffusion process Xt with Lp = ∂x... | Download Scientific Diagram
Merton Jump Diffusion Model with Python
Simulated paths of jump-diffusion vs non-jump-diffusion process. | Download Scientific Diagram
Jump Diffusion Process. When does a jump occur? - New to Julia - Julia Programming Language
JUMP DIFFUSION MODEL (Finance)
Jump Diffusion Process. When does a jump occur? - New to Julia - Julia Programming Language
Mean Reversion with Jumps Models
An empirical study on asymmetric jump diffusion for option and annuity pricing | PLOS ONE
Application of the Merton Jump Diffusion Model in S&P500
Jump diffusions processes with Mathematica - Online Technical Discussion Groups—Wolfram Community
Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons | The Journal of Mathematical Neuroscience | Full Text
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
Merton Jump Diffusion Option Price (Matrixwise) - File Exchange - MATLAB Central
A jump-diffusion model for pricing electricity under price-cap regulation | SpringerLink
![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")