Exact solutions for bond and option prices with systematic jump risk (Q375236): Difference between revisions

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+Money, transactions and portfolio choice
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+An Intertemporal General Equilibrium Model of Asset Prices
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+A Theory of the Term Structure of Interest Rates
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+Q4794153
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+Q2760402
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q3923307
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+Option pricing when underlying stock returns are discontinuous
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+Technical Note—An Inequality for the Variance of Waiting Time under a General Queuing Discipline
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