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- Jump_process abstract "A jump process is a type of stochastic process that has discrete movements, called jumps, rather than small continuous movements. 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 wikiPageRevisionID "586868422".
- Jump_process hasPhotoCollection Jump_process.
- Jump_process subject Category:Economic_theories.
- Jump_process subject Category:Stochastic_processes.
- Jump_process type Abstraction100002137.
- Jump_process type Cognition100023271.
- Jump_process type Concept105835747.
- Jump_process type Content105809192.
- Jump_process type EconomicTheories.
- Jump_process type EconomicTheory105994935.
- Jump_process type Explanation105793000.
- Jump_process type HigherCognitiveProcess105770664.
- Jump_process type Hypothesis105888929.
- Jump_process type Idea105833840.
- Jump_process type Model105890249.
- Jump_process type Process105701363.
- Jump_process type PsychologicalFeature100023100.
- Jump_process type StochasticProcess113561896.
- Jump_process type StochasticProcesses.
- Jump_process type Theory105989479.
- Jump_process type Thinking105770926.
- Jump_process comment "A jump process is a type of stochastic process that has discrete movements, called jumps, rather than small continuous movements. In physics, jump processes result in diffusion.".
- Jump_process label "Jump process".
- Jump_process label "Processo di salto".
- Jump_process label "跳跃过程".
- Jump_process sameAs Processo_di_salto.
- Jump_process sameAs m.06sxvh.
- Jump_process sameAs Q3922411.
- Jump_process sameAs Q3922411.
- Jump_process sameAs Jump_process.
- Jump_process wasDerivedFrom Jump_process?oldid=586868422.
- Jump_process isPrimaryTopicOf Jump_process.