1. Andersen, L. and J. Andreasen. (1999). “Jumping Smiles,” Risk 12(11), 65–68.
2. Andersen, L. and J. Andreasen. (2000). “Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing,” Review of Derivatives Research 4, 231–262.
3. Bakshi, G. and C. Cao. (2003). “Risk-Neutral Kurtosis, Jumps, and Option Pricing: Evidence from 100 Most Actively Traded Firms on the CBOE,” Working paper, Smith School of Business, University of Maryland.
4. Bakshi, G., C. Cao, and Z. Chen. (1997). “Empirical Performance of Alternative Option Pricing Models,” Journal of Finance 52, 2003–2049.
5. Bates, D. S. (1988). “Pricing options under jump-diffusion processes,” Working paper 37–88, Rodney L. White Center for Financial Research, The Wharton School, University of Pennsylvania.