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20242026
most citedPricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus

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math.PR2026

Conditional Expectation expression in mean-field SDEs and its applications

Samaneh Sojudi, Mahdieh Tahmasebi

This study developed a novel formulation of conditional expectations within the framework of a jump-diffusion mean-field stochastic differential equation. We introduce an integrate…