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本附件包括：

• A Jump-Diffusion Model for Option Pricing.pdf
• A SIMPLE OPTION FORMULA FOR GENERAL JUMP-DIFFUSION AND OTHER EXPONENTIAL LéVY PROCESSES.pdf
• http___www.jstor.org_cgi-A General Derivation of the Jump Process Option Pricing Formula.pdf
• option pricing when underlying stock returns are discontinuous.pdf
• the valuation of options for alternative stochastic processes.pdf
• 基于跳跃过程的指数期权模型.pdf
• Option Pricing - A Simplified Approach.doc
• the pricing of options for jump processes.pdf
• Amin（1993）-Jump Diffusion Option Valuation in Discrete Time.pdf