Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis
Reference27 articles.
1. Econometrics of testing for jumps in financial economics using bipower variation;Barndorff-Nielsen;J Financ Econ,2006
2. Jump diffusion model with application to the japanese stock market;Maekawa;Math Comput Simulat,2008
3. Financial modelling with jump processes;Cont,2004
4. Option pricing when underlying stock returns are discontinuous;Merton;J Financ Econ,1976
5. A jump-diffusion model for option pricing;Kou;Manage Sci,2002
Cited by
19 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献