City Research Online

Demystifying generic beliefs on jump models

Ballotta, L. ORCID: 0000-0002-2059-6281 (2023). Demystifying generic beliefs on jump models. Wilmott, 2023(124), pp. 70-73. doi: 10.54946/wilm.11110


Despite a history of convincing results, jump-based models are often met by skepticism. Typical criticisms include limited tractability, incomplete markets and associations with market crashes. Are these beliefs valid?

Publication Type: Article
Additional Information: This is the peer reviewed version of the following article: Ballotta, L. (2023). Demystifying generic beliefs on jump models. Wilmott(124), which has been published in final form at
Subjects: H Social Sciences > HG Finance
Departments: Bayes Business School > Finance
SWORD Depositor:
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