Jean Jacod

Publication Activity (10 Years)

Years Active: 1997-2018
Publications (10 Years): 1

Top Topics

Conceptual Model

Top Venues

J. Appl. Probab.

Publications

Jean Jacod, Mark Podolskij
On the minimal number of driving Lévy motions in a multivariate price model. J. Appl. Probab. 55 (3) (2018)
Jean Jacod, Claudia Klüppelberg, Gernot Müller
Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data. J. Appl. Probab. 49 (4) (2012)
Jean Jacod, Philip Protter
Risk-neutral compatibility with option prices. Finance Stochastics 14 (2) (2010)
Ernst Eberlein, Jean Jacod, Sebastian Raible
Lévy term structure models: No-arbitrage and completeness. Finance Stochastics 9 (1) (2005)
Jean Jacod, Albert N. Shiryaev
Local martingales and the fundamental asset pricing theorems in the discrete-time case. Finance Stochastics 2 (3) (1998)
Ernst Eberlein, Jean Jacod
On the range of options prices. Finance Stochastics 1 (2) (1997)