City Research Online

Abstract

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 http://dx.doi.org/10.54946/wilm.11110
Subjects:	H Social Sciences > HG Finance
Departments:	Bayes Business School > Finance
SWORD Depositor:	Symplectic Administrator

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