2 papers
q-fin.MF2025
Arbitrage-Free Pricing with Diffusion-Dependent Jumps
Hamza Virk, Yihren Wu, Majnu John
Standard jump-diffusion models assume independence between jumps and diffusion components. We develop a multi-type jump-diffusion model where jump occurrence and magnitude depend o…
stat.AP2017
Adaptation of the visibility graph algorithm to find the time lag between hydrogeological time series
Rahul John, Majnu John
Estimating the time lag between two hydrogeologic time series (e.g. precipitation and water levels in an aquifer) is of significance for a hydrogeologist-modeler. In this paper, we…