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Jean Jacod

According to our database1, Jean Jacod authored at least 7 papers between 1997 and 2018.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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Bibliography

2018
On the minimal number of driving Lévy motions in a multivariate price model.
[BibTeX]
[DOI]
Jean Jacod
,
Mark Podolskij
J. Appl. Probab., 2018

2012
Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data.
[BibTeX]
[DOI]
Jean Jacod
,
Claudia Klüppelberg
,
Gernot Müller
J. Appl. Probab., 2012

2010
Risk-neutral compatibility with option prices.
[BibTeX]
[DOI]
Jean Jacod
,
Philip Protter
Finance Stochastics, 2010

2005
Lévy term structure models: No-arbitrage and completeness.
[BibTeX]
[DOI]
Ernst Eberlein
,
Jean Jacod
,
Sebastian Raible
Finance Stochastics, 2005

2001
Interacting Particle Filtering With Discrete Observations.
[BibTeX]
[DOI]
Pierre Moral
,
Jean Jacod
Proceedings of the Sequential Monte Carlo Methods in Practice, 2001

1998
Local martingales and the fundamental asset pricing theorems in the discrete-time case.
[BibTeX]
[DOI]
Jean Jacod
,
Albert N. Shiryaev
Finance Stochastics, 1998

1997
On the range of options prices.
[BibTeX]
[DOI]
Ernst Eberlein
,
Jean Jacod
Finance Stochastics, 1997


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