Journal of Computational and Applied Mathematics · 2020 · 10 citations · 35 references
BusinessEconomicsFinanceActuarial ScienceAsset PricingFinancial EconomicsBirth-death ProcessesBond PricingJump ProcessesMortality ModelingRenewal ProcessesRenewal TheoryAge Renewal ProcessCatastrophe Reinsurance PricingJump Risk PricingJump-diffusion ModelsRenewal EquationRenewal Process ApproximationRenewal Process Simulation
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On Information and Sufficiency
S. Kullback, R. A. Leibler · The Annals of Mathematical Statistics · 1951 · 20K citations · Full text
Option pricing when underlying stock returns are discontinuous
Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text
Business, Finance, Asset Pricing +16