Discrete-time bond and option pricing for jump-diffusion processes (Q375257): Difference between revisions

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+Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup>
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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+Q4218390
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+The Pricing of Options and Corporate Liabilities
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+Point processes and queues. Martingale dynamics
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+An Intertemporal General Equilibrium Model of Asset Prices
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+Option pricing: A simplified approach
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+Exact solutions for bond and option prices with systematic jump risk
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+Q3811988
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+OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS
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+Approximations for functionals and optimal control problems on jump diffusion processes
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+Option pricing when underlying stock returns are discontinuous
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+Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes
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+An equilibrium characterization of the term structure
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+https://doi.org/10.1007/bf01531143
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