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Jean Jacod
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2010 – 2019
- 2018
- [j6]Jean Jacod, Mark Podolskij:
On the minimal number of driving Lévy motions in a multivariate price model. J. Appl. Probab. 55(3): 823-833 (2018) - 2012
- [j5]Jean Jacod, Claudia Klüppelberg, Gernot Müller:
Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data. J. Appl. Probab. 49(4): 901-914 (2012) - 2010
- [j4]Jean Jacod, Philip Protter:
Risk-neutral compatibility with option prices. Finance Stochastics 14(2): 285-315 (2010)
2000 – 2009
- 2005
- [j3]Ernst Eberlein, Jean Jacod, Sebastian Raible:
Lévy term structure models: No-arbitrage and completeness. Finance Stochastics 9(1): 67-88 (2005) - 2001
- [p1]Pierre Moral, Jean Jacod:
Interacting Particle Filtering With Discrete Observations. Sequential Monte Carlo Methods in Practice 2001: 43-75
1990 – 1999
- 1998
- [j2]Jean Jacod, Albert N. Shiryaev:
Local martingales and the fundamental asset pricing theorems in the discrete-time case. Finance Stochastics 2(3): 259-273 (1998) - 1997
- [j1]Ernst Eberlein, Jean Jacod:
On the range of options prices. Finance Stochastics 1(2): 131-140 (1997)
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