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  1. 1
    The Role of the Risk-Neutral Jump Size Distribution in Single-Factor Interest Rate Models

    The Role of the Risk-Neutral Jump Size Distribution in Single-Factor Interest Rate Models by L. Gómez-Valle, J. Martínez-Rodríguez

    Published 2015-01-01
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  2. 2
    The Jump Size Distribution of the Commodity Spot Price and Its Effect on Futures and Option Prices

    The Jump Size Distribution of the Commodity Spot Price and Its Effect on Futures and Option Prices by L. Gómez-Valle, Z. Habibilashkary, J. Martínez-Rodríguez

    Published 2017-01-01
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