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Issue Date
Title
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2012-01
A modern view on Merton's jump-diffusion model
Cheang, GH
;
Chiarella, C
;
Cohen, SN
;
Madan, D
;
Siu, TK
;
Yang, H
2013-01
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, GH
;
Chiarella, C
;
Ziogas, A