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.

[此贴子已经被作者于2008-11-13 15:33:37编辑过]