Jump diffusion (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Jump diffusion" in English language version.

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doi.org

  • Singwi, K.; Sjölander, A. (1960). "Resonance Absorption of Nuclear Gamma Rays and the Dynamics of Atomic Motions". Physical Review. 120 (4): 1093. doi:10.1103/PhysRev.120.1093.
  • Chudley, C. T.; Elliott, R. J. (1961). "Neutron Scattering from a Liquid on a Jump Diffusion Model". Proceedings of the Physical Society. 77 (2): 353. doi:10.1088/0370-1328/77/2/319.
  • Sears, V. F. (1966). "Theory of Cold Neutron Scattering by Homonuclear Diatomic Liquids: I. Free Rotation". Canadian Journal of Physics. 44 (6): 1279–1297. doi:10.1139/p66-108.
  • Sears, V. F. (1967). "Cold Neutron Scattering by Molecular Liquids: Iii. Methane". Canadian Journal of Physics. 45 (2): 237–254. doi:10.1139/p67-025.
  • Hall, P. L.; Ross, D. K. (1981). "Incoherent neutron scattering functions for random jump diffusion in bounded and infinite media". Molecular Physics. 42 (3): 673. doi:10.1080/00268978100100521.
  • Merton, R. C. (1976). "Option pricing when underlying stock returns are discontinuous". Journal of Financial Economics. 3 (1–2): 125–144. doi:10.1016/0304-405X(76)90022-2. hdl:1721.1/1899.
  • Christensen, H. L. (2012). "Forecasting high-frequency futures returns using online Langevin dynamics". IEEE Journal of Selected Topics in Signal Processing. 6 (4): 366–380. doi:10.1109/JSTSP.2012.2191532. hdl:10.1109/JSTSP.2012.2191532.

handle.net

hdl.handle.net

jstor.org

  • Grenander, U.; Miller, M.I. (1994). "Representations of Knowledge in Complex Systems". Journal of the Royal Statistical Society, Series B. 56 (4): 549–603. JSTOR 2346184.