Matches in DBpedia 2016-04 for { <http://dbpedia.org/resource/Jump_process> ?p ?o }
Showing triples 1 to 56 of
56
with 100 triples per page.
- Jump_process abstract "A jump process is a type of stochastic process that has discrete movements, called jumps, rather than small continuous movements.A general mathematical framework relating discrete-time processes to continuous time ones is the continuous-time random walk.In physics, jump processes result in diffusion. On a microscopic level, they are described by jump diffusion models.In finance, various stochastic models are used to model the price movements of financial instruments; for example the Black–Scholes model for pricing options assumes that the underlying instrument follows a traditional diffusion process, with small, continuous, random movements. John Carrington Cox and Stephen Ross proposed that prices actually follow a 'jump process'. The Cox–Ross–Rubinstein binomial options pricing model formalizes this approach. This is a more intuitive view of financial markets, with allowance for larger moves in asset prices caused by sudden world events.Robert C. Merton extended this approach to a hybrid model known as jump diffusion, which states that the prices have large jumps followed by small continuous movements.".
- Jump_process wikiPageID "2180750".
- Jump_process wikiPageLength "2528".
- Jump_process wikiPageOutDegree "22".
- Jump_process wikiPageRevisionID "688191043".
- Jump_process wikiPageWikiLink Binomial_options_pricing_model.
- Jump_process wikiPageWikiLink Black–Scholes_model.
- Jump_process wikiPageWikiLink Category:Economic_theories.
- Jump_process wikiPageWikiLink Category:Stochastic_processes.
- Jump_process wikiPageWikiLink Classification_of_discontinuities.
- Jump_process wikiPageWikiLink Continuous-time_random_walk.
- Jump_process wikiPageWikiLink Counting_process.
- Jump_process wikiPageWikiLink Diffusion.
- Jump_process wikiPageWikiLink Diffusion_process.
- Jump_process wikiPageWikiLink Finance.
- Jump_process wikiPageWikiLink Financial_instrument.
- Jump_process wikiPageWikiLink Interacting_particle_system.
- Jump_process wikiPageWikiLink John_Carrington_Cox.
- Jump_process wikiPageWikiLink Jump_diffusion.
- Jump_process wikiPageWikiLink Kolmogorov_equations.
- Jump_process wikiPageWikiLink Kolmogorov_equations_(Markov_jump_process).
- Jump_process wikiPageWikiLink Lévy_process.
- Jump_process wikiPageWikiLink Poisson_point_process.
- Jump_process wikiPageWikiLink Robert_C._Merton.
- Jump_process wikiPageWikiLink Stephen_Ross_(economist).
- Jump_process wikiPageWikiLink Stochastic.
- Jump_process wikiPageWikiLinkText ""jumps"".
- Jump_process wikiPageWikiLinkText "Jump process".
- Jump_process wikiPageWikiLinkText "jump process".
- Jump_process wikiPageWikiLinkText "jumps".
- Jump_process wikiPageUsesTemplate Template:Economics-stub.
- Jump_process wikiPageUsesTemplate Template:Expert-subject.
- Jump_process wikiPageUsesTemplate Template:Probability-stub.
- Jump_process wikiPageUsesTemplate Template:Reflist.
- Jump_process wikiPageUsesTemplate Template:Rp.
- Jump_process wikiPageUsesTemplate Template:Stochastic_processes.
- Jump_process subject Category:Economic_theories.
- Jump_process subject Category:Stochastic_processes.
- Jump_process hypernym Process.
- Jump_process type Election.
- Jump_process type Ideology.
- Jump_process type Type.
- Jump_process type Ideology.
- Jump_process type Process.
- Jump_process type Theory.
- Jump_process type Type.
- Jump_process comment "A jump process is a type of stochastic process that has discrete movements, called jumps, rather than small continuous movements.A general mathematical framework relating discrete-time processes to continuous time ones is the continuous-time random walk.In physics, jump processes result in diffusion.".
- Jump_process label "Jump process".
- Jump_process sameAs Q3922411.
- Jump_process sameAs Ugró-folyamat.
- Jump_process sameAs Processo_di_salto.
- Jump_process sameAs m.06sxvh.
- Jump_process sameAs Q3922411.
- Jump_process sameAs 跳跃过程.
- Jump_process wasDerivedFrom Jump_process?oldid=688191043.
- Jump_process isPrimaryTopicOf Jump_process.