4Cox JC, Ingersoll JE, Ross SA. A theory of the terra structure of interest rotes[J]. Econometrics, 1985(53) : 385 - 408.
5Das Sanjiv Ranjan. Poisson-Gaussian Processes and the Bond Markets [ R]. NBER Working Paper Series, 1998(6631).
6Das Sanjiv Ranjan, Silverio Foresi. Exact solutions for bond and options prices with systematic jump risk [ J ]. Review of Derivatives Research, 1996(1) :7 - 24.
7Das Sanjiv Ranjan. The surprise element: jumps in interest rates[J]. Journal of Econometrics, 2002(106) : 27 - 65.
8J. Benson Durham. Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Apprex/mate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates[ R]. Finance and Economics discussion Series, Washington, D. C,2005- 53.
9Johannes Michael. The statistical and economic role of jumps in continuous-time interest rate models [ J ]. Journal of Finance, 2004 (59) :227 - 260.
10Bates David S. Jumps and stochastic volatility: Exchange rate processes implicit in deutsche mark options [ J]. The Review of Financial Studies, 1996,9( 1 ):69 - 107.
