A SIMPLIFIED JUMP PROCESS FOR COMMON-STOCK RETURNS

[1] A NOTE ON ESTIMATING THE PARAMETERS OF THE DIFFUSION-JUMP MODEL OF STOCK RETURNS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1981, 16 (01) : 127 - 140

[2] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[3] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[4] CRAMER H, 1946, MATH METHODS STATIST

[5] FEHR DW, 1979, UNPUB MAXIMUM LIKELI

[6] Feller W., 1970, INTRO PROBABILITY TH, V1

[7] KARLIN S, 1975, 1ST COURSE STOCHASTI

[8] KENDALL MG, 1969, ADV THEORY STATISTIC

[9] OPTION PRICING WHEN UNDERLYING STOCK RETURNS ARE DISCONTINUOUS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 125 - 144

[10] AUTOREGRESSIVE JUMP PROCESS FOR COMMON STOCK RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (03) : 389 - 418

[1] A NOTE ON ESTIMATING THE PARAMETERS OF THE DIFFUSION-JUMP MODEL OF STOCK RETURNS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1981, 16 (01) : 127 - 140

[2] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[3] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[4] CRAMER H, 1946, MATH METHODS STATIST

[5] FEHR DW, 1979, UNPUB MAXIMUM LIKELI

[6] Feller W., 1970, INTRO PROBABILITY TH, V1

[7] KARLIN S, 1975, 1ST COURSE STOCHASTI

[8] KENDALL MG, 1969, ADV THEORY STATISTIC

[9] OPTION PRICING WHEN UNDERLYING STOCK RETURNS ARE DISCONTINUOUS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 125 - 144

[10] AUTOREGRESSIVE JUMP PROCESS FOR COMMON STOCK RETURNS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (03) : 389 - 418