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Jump process
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41	Centre for Financial Analysis & Policy Working Paper no. 39: Cojumping: Evidence from the US Treasury Bond and Futures Markets Add to Reading List Source URL: www-cfap.jbs.cam.ac.uk Language: English - Date: 2011-02-28 09:01:33 Financial markets Economic theories Futures contract Jump process Short Hedge Futures exchange Financial economics Finance Financial system
42	Realized Jumps on Financial Markets and Predicting Credit Spreads Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2006-10-24 13:00:39 Finance Volatility Realized variance Jump diffusion Local volatility Autoregressive conditional heteroskedasticity Implied volatility Jump process Stochastic volatility Mathematical finance Statistics Financial economics
43	Introduction to jump and L´ evy processes John Crosby Glasgow University / Grizzly Bear Capital My website is: http://www.john-crosby.co.uk Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2013-10-16 05:03:34 Poisson processes Lévy process Characteristic function Poisson distribution Non-homogeneous Poisson process Statistics Probability theory Stochastic processes
44	Approximating L´ evy processes by a hyperexponential jump-diffusion process with a view to option pricing John Crosby Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-11-22 13:21:30 Statistical mechanics Brownian motion Colloidal chemistry Fractals Robert Brown Diffusion process Statistics Stochastic processes Probability and statistics
45	Time-Changed L´evy Processes and Option Pricing∗ Peter Carra, †, Liuren Wub, ‡ a Courant Institute, New York University, 251 Mercer Street, New York, NY 10012 Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:33 Options Stochastic volatility Black–Scholes Jump diffusion Lévy process Volatility Brownian motion Wiener process Compound Poisson process Statistics Stochastic processes Mathematical finance
46	An Application of Markov Jump Process Model for Activity-Based Indoor Mobility Prediction in Wireless Networks Joanna Kołodziej Add to Reading List Source URL: sameekhan.org Language: English - Date: 2011-10-18 10:24:15 Probability and statistics Markov chain Markov property Mobility model Continuous-time Markov process Markov random field Stochastic matrix Chapman–Kolmogorov equation Hidden Markov model Statistics Markov processes Markov models