Author:
Chen Rongda,Li Zexi,Zeng Liyuan,Yu Lean,Lin Qi,Liu Jia
Subject
Management of Technology and Innovation,Strategy and Management,Engineering (miscellaneous),Business and International Management,Control and Systems Engineering,Management Information Systems,General Decision Sciences
Reference48 articles.
1. Exponentially decreasing distributions for the logarithm of particle size;Barndorff-Nielsen;Proceedings of the Royal Society A,1977
2. Econometrics of testing for jumps in financial economics using bipower variation;Barndorff-Nielsen;Journal of Financial Econometrics,2006
3. Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models;Beliaeva;Journal of Banking and Finance,2012
4. Markov-modulated jump-diffusions for currency option pricing;Bo;Insurance: Mathematics and Economics,2010
5. Option pricing under a mixed-exponential jump diffusion model;Cai;Management Science,2011
Cited by
6 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