13.05.2013 Views

cs21 difusión de las ideas.pdf - Exordio

cs21 difusión de las ideas.pdf - Exordio

cs21 difusión de las ideas.pdf - Exordio

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

JARROW, R. A., G. S. OLDFIELD y R. J. ROGALSKI (1977): " An<br />

Autoregressive Jump Process for Common Stock Return", Journal of<br />

Financial Economics, 5, pp. 389-418.<br />

JARROW, R. A. y E. R. ROSENFELD (1984): "Jump Risks and the<br />

Intertemporal Capital Asset Pricing Mo<strong>de</strong>l", Journal of Business, 57, Nº 3,<br />

pp. 337-351.<br />

JARROW, R. y A. RUDD (1982): "Approximate Option Valuation for<br />

Arbitrary Stochastic Processes", Journal of Financial Economics, 10, pp.<br />

347-369.<br />

JARROW, R. y A. RUDD (1983): Option Pricing. Irwin, Homewood, IL.<br />

JARROW, R. A. y J. B. WIGGINS (1989): "Option Pricing and Implicit<br />

Volatilities", Journal of Economic Surveys, 3, Nº 1, pp. 59-81.<br />

JOHNSON, H. E. (1979). "Option Pricing when the Variance Is Changing".<br />

Graduate School of Management Working Paper 11-79, University of<br />

California, Los Angeles.<br />

JOHNSON, H. E. (1981): "Pricing Complex Options", Mimeo, Dept. of<br />

Finance, College of Business Administration, Louisiana State Univ., Baton<br />

Rouge.<br />

JOHNSON, H. E. (1983): "An Analytic Approximation of the American Put<br />

Price", Journal of Financial and Quantitative Analysis, 18, pp. 141-148.<br />

JOHNSON, H. E. y D. SHANNO (1987): "Option Pricing when the Variance<br />

Is Changing", Journal of Financial and Quantitative Analysis, 22, Nº 2, pp.<br />

143-151.<br />

JONES, E. P. (1984): "Option Arbitrage and Strategy with Large Price<br />

Changes", Journal of Financial Economics, 13, pp. 91-113.<br />

JORION, P. (1988): "On Jump Processes in the Foreign Exchange and<br />

Stock Markets", Review of Financial Studies, 1, pp. 427-445.<br />

269

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!