On the monitoring error of the supremum of a normal jump diffusion process

Keyphrases

• Jump-diffusion Process 100%
• Monitoring Error 100%
• Brownian Motion 50%
• Identically Distributed 50%
• Jump Height 50%
• Applied Probability 50%
• Finite Time Horizon 50%
• Riemann zeta Function 50%
• Monitoring Time 50%
• Mathematical Finance 50%

Mathematics

• Diffusion Process 100%
• Supremum 100%
• Applied Probability 50%
• Explicit Expression 50%
• Brownian Motion 50%
• Finite Time 50%
• Riemann Zeta Function 50%
• Mathematical Finance 50%