Timothy Li is a consultant, accountant, and finance manager with an MBA from USC and over 15 years of corporate finance experience. Timothy has helped provide CEOs and CFOs with deep-dive analytics, ...

This is a preview. Log in through your library . Abstract This paper aims to extend the analytical tractability of the Black-Scholes model to alternative models with arbitrary jump size distributions.

BACKGROUND Stewart (1947) and Clark (1951) proposed that urban population density is a negative exponential function of the distance from a city’s center. This model of the spatial distribution of ...