Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models
Jump-diffusion modeling in emission markets
Jump-Diffusion Risk-Sensitive Asset Management
Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model
Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model
Justification of NEO impact mitigation activities by risk management