---
title: Jump Components in Jump Diffusion Models
url: https://www.ml-quant.com/papers/ssrn/4732803/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4732803
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4732803
featured: 2024-02-21
citations: unknown
topic: ML & AI Methods
---


# Jump Components in Jump Diffusion Models

A proposed nonparametric test can determine if a jump diffusion process contains a jump component or is a diffusion, with the test statistic showing standard normal distribution if there are no jumps.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4732803
- Identifier: SSRN 4732803
- Released: 2021-07-02
- First featured: Quant Letter No. 38 (2024-02-21): https://www.ml-quant.com/issues/2024-02-21/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: ML & AI Methods

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