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12![Working Paper/Document de travail[removed]Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics Working Paper/Document de travail[removed]Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics](https://www.pdfsearch.io/img/34ff5411a4d9185b032fbfbc7edbab53.jpg) | Add to Reading ListSource URL: www.bankofcanada.caLanguage: English - Date: 2013-04-23 11:00:52
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13![Long Shots and Economic Policy The importance of jump-diffusion processes --- and especially jumps! --- for biosecurity, water management, fisheries policy, financial stability… Tom Kompas Long Shots and Economic Policy The importance of jump-diffusion processes --- and especially jumps! --- for biosecurity, water management, fisheries policy, financial stability… Tom Kompas](https://www.pdfsearch.io/img/091247d9608dd7da328ef3d5a682e99d.jpg) | Add to Reading ListSource URL: www.acera.unimelb.edu.auLanguage: English - Date: 2013-10-28 01:08:21
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14![Control Improvement for Jump-Diffusion Processes Control Improvement for Jump-Diffusion Processes with Applications to Finance ¨ Nicole Bauerle Control Improvement for Jump-Diffusion Processes Control Improvement for Jump-Diffusion Processes with Applications to Finance ¨ Nicole Bauerle](https://www.pdfsearch.io/img/94bda383474a9dd146fefef3d7f5e51e.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-17 10:41:36
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15![Numerical valuation for option pricing under jump-diffusion models by finite differences YongHoon Kwon Younhee Lee Numerical valuation for option pricing under jump-diffusion models by finite differences YongHoon Kwon Younhee Lee](https://www.pdfsearch.io/img/3e240fd737d3d44cf5af7f8c05532a0d.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-20 11:37:46
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16![Option Pricing under a Mixed-Exponential Jump Diffusion Model Option Pricing under a Mixed-Exponential Jump Diffusion Model](https://www.pdfsearch.io/img/1dee5fe2b7e9d29631d33547e301023a.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-24 13:19:36
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17![1 Exact Sampling of Jump-Diffusion Processes Kay Giesecke and Dmitry Smelov Management Science & Engineering 1 Exact Sampling of Jump-Diffusion Processes Kay Giesecke and Dmitry Smelov Management Science & Engineering](https://www.pdfsearch.io/img/75079fbb9188b34f148a4d5c9e3ada65.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-24 14:38:40
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18![Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models](https://www.pdfsearch.io/img/65ebb800e9a823356cd80478cd689fe9.jpg) | Add to Reading ListSource URL: www.fields.utoronto.caLanguage: English - Date: 2010-06-14 12:56:59
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19![Realized Jumps on Financial Markets and Predicting Credit Spreads Realized Jumps on Financial Markets and Predicting Credit Spreads](https://www.pdfsearch.io/img/553a8b4f412419aeb7492ed4bad4d9a8.jpg) | Add to Reading ListSource URL: federalreserve.govLanguage: English - Date: 2006-10-24 13:00:39
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20![Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates](https://www.pdfsearch.io/img/7e4a1900a13d8d12b8b4d6a8f89ee946.jpg) | Add to Reading ListSource URL: federalreserve.govLanguage: English - Date: 2005-12-05 10:54:00
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