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Article: 11060200 Jump processes.(5: Citations)(Recommended readings)

Article from:
Foundations and Trends in Finance
Article date:
September 1, 2005
Author:
Copyright

C. Ahn and H. Thompson, 1988, "Jump-Diffusion Processes and the Term Structure of Interest-Rates", Journal of Finance, 43:155-174

K. Amin, 1993, "Jump Diffusion Option Valuation in Discrete-Time", Journal of Finance, 48:1833-1863

C. Ball and W. Torous, 1983, "A Simplified Jump Process for Common-Stock Returns", Journal of Financial and Quantitative Analysis, 18:53-65

C. Ball and W. Torous, 1985, "On Jumps in Common-Stock Prices and Their Impact on Call Option Pricing", Journal of Finance, 40:155-173

I. Bardhan and X. Chao, 1996, "Stochastic Multiagent Equilibria in Economies with Jump-Diffusion Uncertainty", Journal of Economic ...

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