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Options Implied volatility Volatility Black–Scholes Stochastic volatility Capital asset pricing model Jump diffusion Mathematical finance Financial economics Finance		Add to Reading List Source URL: www3.imperial.ac.uk Download Document from Source Website File Size: 274,04 KB Share Document on Facebook

	Equivalent and absolutely continuous measure changes for jump-diffusion processes Patrick Cheridito∗ Damir Filipovi´c DocID: 1stRF - View Document
	A Jump-Diffusion Model for Option Pricing S. G. Kou Department of Industrial Engineering and Operations Research, 312 Mudd Building, Columbia University, New York, New York 10027 DocID: 1slXK - View Document
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