1. Target rate factors in short rate models. (2024). Harju, Antti J.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001560.

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2. Climate change financial risks: Implications for asset pricing and interest rates. (2022). Xepapadeas, Anastasios ; Karydas, Christos.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000833.

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3. An inter-temporal CAPM based on First order Stochastic Dominance. (2022). Levy, Moshe.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:298:y:2022:i:2:p:734-739.

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

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8. Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks. (2017). Lin, Shih-Kuei ; Xu, Lian-Wen ; Chen, Carl R ; Wang, Shin-Yun .
   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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9. SHORT RATE FORECASTING BASED ON THE INFERENCE FROM THE CIR MODEL FOR MULTIPLE YIELD CURVE DYNAMICS. (2016). Hin, Lin-Yee ; Dokuchaev, Nikolai.
   In: Annals of Financial Economics (AFE).
   RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500044.

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10. Jumps in Euribor and the effect of ECB monetary policy announcements. (2016). Obrien, Fergal G ; Murphy, Finbarr ; Shaw, Frances.
    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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11. Portfolio Selection: A Review. (2014). Detemple, Jerome ; De Temple, 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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12. 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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13. An empirical study of credit spreads in an emerging market: The case of Korea. (2013). Chang Mo Ahn, ; Kim, Saekwon ; Park, Keehwan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:21:y:2013:i:1:p:952-966.

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

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16. Discrete time Wishart term structure models. (2011). gourieroux, christian ; Sufana, Razvan .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:6:p:815-824.

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17. 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.
    RePEc:nax:conyad:v:55:y:2010:i:3:p:11-40.

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18. Consumo y decisiones de portafolio en ambientes estocásticos: un marco teórico unificador.. (2009). Venegas-Martínez, Francisco ; Rodríguez Nava, Abigail ; Martinez, Francisco Venegas .
    In: Ensayos Revista de Economia.
    RePEc:ere:journl:v:xxviii:y:2009:i:2:p:29-64.

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19. 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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20. Forecasting commodity prices: GARCH, jumps, and mean reversion. (2008). Khalaf, Lynda ; Bernard, Jean-Thomas ; McMahon, Sebastien ; Kichian, Maral.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:27:y:2008:i:4:p:279-291.

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21. 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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22. 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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23. Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility. (2008). Chen, Gongmeng ; Choi, Yoon K. ; Zhou, Yong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:143:y:2008:i:2:p:227-262.

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24. A model of discontinuous interest rate behavior, yield curves, and volatility. (2007). Heston, Steven.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:10:y:2007:i:3:p:205-225.

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25. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence.
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000005.

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26. 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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27. The term structure of interest rates under regime shifts and jumps. (2006). Wu, Shu ; Zeng, Yong.
    In: Economics Letters.
    RePEc:eee:ecolet:v:93:y:2006:i:2:p:215-221.

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28. A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps. (2005). Schlogl, Erik ; Nikitopoulos-Sklibosios, Christina ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:167.

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29. 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.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11861.

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30. The Term Structure of Interest Rates under Regime Shifts and Jumps. (2005). Wu, Shu ; Zeng, Yong.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200520.

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31. Jump-diffusion processes and affine term structure models: additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates. (2005). Durham, J. Benson.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-53.

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32. A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk. (2004). Wu, Shu ; Zeng, Yong.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:304.

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33. Approximation of A Jump-Diffusion Process. (2004). lee, sanghoon.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:412.

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34. Term Structure Dynamics in Theory and Reality. (2003). Singleton, Kenneth ; Dai, Qiang.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:16:y:2003:i:3:p:631-678.

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35. Digital Security Tokens and Their Derivatives. (2003). Matsuura, Kanta.
    In: Netnomics.
    RePEc:kap:netnom:v:5:y:2003:i:2:d:10.1023_a:1026052902146.

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36. Simulation-based exact jump tests in models with conditional heteroskedasticity. (2003). Khalaf, Lynda ; Saphores, Jean-Daniel ; Bilodeau, Jean-Francois.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2003:i:3:p:531-553.

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37. Small dimension PDE for discrete Asian options. (2003). Benhamou, Eric ; Duguet, Alexandre.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:11:p:2095-2114.

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38. Small dimension PDE for discrete Asian options. (2003). Benhamou, Eric ; Duguet, Alexandre.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:11-12:p:2095-2114.

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39. Fundamental Properties of Bond Prices in Models of the Short-Term Rate. (2002). Mele, Antonio.
    In: Working Papers.
    RePEc:qmw:qmwecw:460.

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40. The surprise element: jumps in interest rates. (2002). Das, Sanjiv.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:106:y:2002:i:1:p:27-65.

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41. Telling from Discrete Data Whether the Underlying Continuous?Time Model Is a Diffusion. (2002). .
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:5:p:2075-2112.

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42. Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion. (2001). Ait-Sahalia, Yacine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8504.

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43. A Jump Difusion Yield Factor Model of Interest Rate. (2001). Brito, Ricardo ; FLoRES, R..
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_37.

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44. Opciones, cobertura y procesos de difusión con saltos: Una aplicación a los títulos de Gcarso. (2001). Venegas-Martínez, Francisco ; Martinez, Francisco Venegas .
    In: Estudios Económicos.
    RePEc:emx:esteco:v:16:y:2001:i:2:p:203-226.

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45. Equilibrium with new investment opportunities. (2001). wang, tan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:25:y:2001:i:11:p:1751-1773.

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46. 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 ; Saphores, Jean-Daniel ; Bilodeau, Jean-Franois.
    In: Cahiers de recherche.
    RePEc:lvl:lagrcr:0004.

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47. On the distribution and conditional heteroscedasticity in Taiwan stock prices. (2000). Lin, Bing-Huei ; Yeh, Shih-Kuo .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:10:y:2000:i:3-4:p:367-395.

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48. A Jump Diffusion Model for Option Pricing with Three Properties: Leptokurtic Feature, Volatility Smile, and Analytical Tractability. (2000). Kou, Steven.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0062.

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49. A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model. (1998). Das, Sanjiv.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:23:y:1998:i:3:p:333-369.

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50. A model of the term structure of interest rates in an open economy with regime shifts1. (1997). Dillen, Hans .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:16:y:1997:i:5:p:795-819.

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51. On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing. (1996). Moreno, Manuel ; Pea, Juan I..
    In: Economics Working Papers.
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52. Dollar jump fears, 1984-1992: distributional abnormalities implicit in currency futures options. (1996). Bates, David S..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:15:y:1996:i:1:p:65-93.

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53. On the term structure of Interbank interest rates: jump-diffusion processes and option pricing. (1995). Moreno, Manuel ; Pea, Juan Ignacio.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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54. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
    In: CIRANO Working Papers.
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55. The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk. (1990). Svensson, Lars.
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