A Stochastic Variance-Covariance Process with Jumps . 48
A stochastic toxoplasmosis spread model between cat and oocyst with jumps process
19
News Arrivals, Jumps and Variance in Stock Markets
128
MEAN-VARIANCE HEDGING WITH RANDOM VOLATILITY JUMPS
22
Distance covariance for stochastic processes
14
Estimating Correlated Jumps and Stochastic Volatilities
36
A Kernel Technique for Forecasting the Variance-Covariance Matrix
39
Stochastic nonautonomous Gompertz model with Lévy jumps
21
On a class of stochastic models with two-sided jumps
29
Parameter inference for multivariate stochastic processes with jumps
199
Stochastic control for mean-field Stochastic Partial Differential Equations with jumps
26
Stochastic Variance-Reduced Policy Gradient
24
On neutral impulsive stochastic differential equations with Poisson jumps
17
APPROXIMATION TO THE COVARIANCE MATRIX FOR STOCHASTIC POINT KINETICS
8
CreditGrades Framework within Stochastic Covariance Models
12
The Gumbel test and jumps in the volatility process
19
Pricing variance swaps under stochastic volatility and stochastic interest rate
127
About Stochastic Calculus in Presence of Jumps at Predictable Stopping Times
14
Essays in finance: wrong-way risk, jumps and stochastic volatility
114
Weak order in averaging principle for stochastic differential equations with jumps
20
Corporate credit risk prediction under stochastic volatility and jumps
43