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1. An inter-temporal CAPM based on First order Stochastic Dominance. (2022). Levy, Moshe.
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   RePEc:eee:ejores:v:298:y:2022:i:2:p:734-739.

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2. Jump-Diffusion Models for Valuing the Future: Discounting under Extreme Situations. (2021). Montero, Miquel ; Perello, Josep ; Masoliver, Jaume.
   In: Mathematics.
   RePEc:gam:jmathe:v:9:y:2021:i:14:p:1589-:d:589615.

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3. A family of Markov processes in maximal compact subgroups of a semisimple Lie groups. (2017). Gregori, Pablo ; Mateu, Jorge ; Arafat, Ahmed.
   In: Statistics & Probability Letters.
   RePEc:eee:stapro:v:126:y:2017:i:c:p:132-138.

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4. Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks. (2017). Wang, Shin-Yun ; Lin, Shih-Kuei ; Xu, Lian-Wen ; Chen, Carl R.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:42:y:2017:i:c:p:359-373.

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5. SHORT RATE FORECASTING BASED ON THE INFERENCE FROM THE CIR MODEL FOR MULTIPLE YIELD CURVE DYNAMICS. (2016). Dokuchaev, Nikolai ; Hin, Lin-Yee.
   In: Annals of Financial Economics (AFE).
   RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500044.

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6. Jumps in Euribor and the effect of ECB monetary policy announcements. (2016). Shaw, Frances ; Murphy, Finbarr ; Obrien, Fergal G.
   In: Environment Systems and Decisions.
   RePEc:spr:envsyd:v:36:y:2016:i:2:d:10.1007_s10669-016-9600-y.

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7. Portfolio Selection: A Review. (2014). Detemple, Jerome.
   In: Journal of Optimization Theory and Applications.
   RePEc:spr:joptap:v:161:y:2014:i:1:d:10.1007_s10957-012-0208-1.

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8. A lattice model for option pricing under GARCH-jump processes. (2013). Wu, Ping-Da ; Hung, Mao-Wei ; Wang, Jr-Yan ; Lin, Bing-Huei.
   In: Review of Derivatives Research.
   RePEc:kap:revdev:v:16:y:2013:i:3:p:295-329.

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9. An empirical study of credit spreads in an emerging market: The case of Korea. (2013). Kim, Saekwon ; Park, Keehwan ; Ahn, Chang Mo .
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:21:y:2013:i:1:p:952-966.

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10. Executive bonus compensation when abnormal earnings and the state of the economy are correlated. (2013). Kim, Hwa-Sung.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:58-65.

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11. Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models. (2012). Nawalkha, Sanjay ; Beliaeva, Natalia.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:151-163.

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12. Discrete time Wishart term structure models. (2011). gourieroux, christian ; Sufana, Razvan.
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    RePEc:eee:dyncon:v:35:y:2011:i:6:p:815-824.

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13. Efectos del tipo de cambio sobre el déficit público: modelos de simulación Monte Carlo. (2010). Venegas-Martínez, Francisco ; Rodríguez Nava, Abigail.
    In: Contaduría y Administración.
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14. Linear-quadratic term structure models - Toward the understanding of jumps in interest rates. (2009). Yan, Shu ; Jiang, George.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:3:p:473-485.

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15. Forecasting commodity prices: GARCH, jumps, and mean reversion. (2008). Khalaf, Lynda ; Bernard, Jean-Thomas ; Kichian, Maral ; McMahon, Sebastien.
    In: Journal of Forecasting.
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16. Inflation-indexed swaps and swaptions. (2008). Hinnerich, Mia.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:11:p:2293-2306.

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17. On real interest rate dynamics and regime switching. (2008). Kanas, Angelos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:10:p:2089-2098.

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18. Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility. (2008). Choi, Yoon K. ; Zhou, Yong ; Chen, Gongmeng.
    In: Journal of Econometrics.
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19. A model of discontinuous interest rate behavior, yield curves, and volatility. (2007). Heston, Steven.
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20. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence .
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21. Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Levy jumps. (2006). Ma, Chenghu.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:42:y:2006:i:2:p:131-160.

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22. The term structure of interest rates under regime shifts and jumps. (2006). Zeng, Yong ; Wu, Shu.
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23. A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps. (2005). Schlogl, Erik ; Nikitopoulos-Sklibosios, Christina.
    In: Research Paper Series.
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24. Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options. (2005). Benzoni, Luca ; GOLDSTEIN, ROBERT S. ; Collin-Dufresne, Pierre.
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25. The Term Structure of Interest Rates under Regime Shifts and Jumps. (2005). Zeng, Yong ; Wu, Shu.
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26. Jump-diffusion processes and affine term structure models: additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates. (2005). Durham, J. Benson.
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27. A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk. (2004). Zeng, Yong ; Wu, Shu.
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28. Approximation of A Jump-Diffusion Process. (2004). lee, sanghoon.
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29. Digital Security Tokens and Their Derivatives. (2003). Matsuura, Kanta .
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30. Simulation-based exact jump tests in models with conditional heteroskedasticity. (2003). Khalaf, Lynda ; Bilodeau, Jean-Francois ; Saphores, Jean-Daniel.
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31. Small dimension PDE for discrete Asian options. (2003). Benhamou, Eric ; Duguet, Alexandre .
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32. Small dimension PDE for discrete Asian options. (2003). Benhamou, Eric ; Duguet, Alexandre .
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33. Fundamental Properties of Bond Prices in Models of the Short-Term Rate. (2002). Mele, Antonio.
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34. The surprise element: jumps in interest rates. (2002). Das, Sanjiv.
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35. Telling from Discrete Data Whether the Underlying Continuous‐Time Model Is a Diffusion. (2002). Ait-Sahalia, Yacine.
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36. Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion. (2001). Ait-Sahalia, Yacine.
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37. A Jump Difusion Yield Factor Model of Interest Rate. (2001). Brito, Ricardo ; Flores, R..
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39. Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity. (2000). Khalaf, Lynda ; Bilodeau, Jean-Franois ; Saphores, Jean-Daniel.
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41. On the distribution and conditional heteroscedasticity in Taiwan stock prices. (2000). Yeh, Shih-Kuo ; Lin, Bing-Huei.
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42. A Jump Diffusion Model for Option Pricing with Three Properties: Leptokurtic Feature, Volatility Smile, and Analytical Tractability. (2000). Kou, Steven.
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43. A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model. (1998). Das, Sanjiv.
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44. A model of the term structure of interest rates in an open economy with regime shifts1. (1997). Dillen, Hans .
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46. Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options. (1996). Bates, David S..
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47. On the term structure of Interbank interest rates: jump-diffusion processes and option pricing. (1995). Moreno, Manuel ; Pea, Juan Ignacio.
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48. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
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