1 作者:Ahn, C.M. and Howard, E.T. (1988).
题目:“Jump diffusion processes and the term structure of interest rates.”
期刊:Journal of Finance, 43(1): 155–174.
2 作者:Amin, K.L. (1993).
题目:“Jump diffusion option valuation in discrete time.”
期刊:Journal of Finance, 48(5): 1833–1863.
3 作者:Akgiray, V. and Booth, G.G. (1988).
题目:“Mixed diffusion-jump process modeling of exchange rate movements.”
期刊:Review of Economics and Statistics, 70(4): 631–637.
5
作者:Ball, C.A. and Torous, W.N. (1983). 题目:“A simplified jump process for common stock returns.”期刊: Journal of Financial and Quantitative analysis, 18(1): 53–65.
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