![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
Estimating Market-Implied Value with Jump-Diffusion Models - MATLAB & Simulink
Two Jump Diffusion Processes - Wolfram Demonstrations Project
Merton Jump Diffusion Model with Python
probability theory - Jump diffusion model to work out probabilities - Mathematics Stack Exchange
Mean Reversion with Jumps Models
Merton Jump Diffusion Model with Python
Merton's Jump Diffusion Model - Wolfram Demonstrations Project
JUMP DIFFUSION MODEL (Finance)
Browse Preprints - Authorea
A simulated interest rate path of the jump-diffusion model. | Download Scientific Diagram
Estimating Market-Implied Value with Jump-Diffusion Models - MATLAB & Simulink
A common model for a financial asset is the Merton | Chegg.com
AMERICAN OPTION PRICING IN A JUMP-DIFFUSION MODEL: ÉVALUATION D'OPTION AMÉRICAINE DANS UN MODÈLE DE DIFFUSION AVEC SAUTS: Berros, Jeremy: 9783843356930: Amazon.com: Books
A jump-diffusion model for pricing electricity under price-cap regulation | Mathematical Sciences
Implied Volatility in Merton's Jump Diffusion Model
Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons | The Journal of Mathematical Neuroscience | Full Text
Application of the Merton Jump Diffusion Model in S&P500
Option Skew — Part 10: Jump-Diffusion Models | by Roi Polanitzer | Medium
Merton Jump Diffusion Model with Python
Option Skew — Part 10: Jump-Diffusion Models | by Roi Polanitzer | Medium
Mathematics | Free Full-Text | Indefinite Linear-Quadratic Stochastic Control Problem for Jump-Diffusion Models with Random Coefficients: A Completion of Squares Approach
Jump-Diffusion Models for Asset Pricing in Financial Engineering
