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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Chiarella, Carl"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
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Chiarella, Carl
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2011
Persistent link: https://www.econbiz.de/10009563108
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Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
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Chiarella, Carl
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2008
Persistent link: https://www.econbiz.de/10003856801
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3
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
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2008
Persistent link: https://www.econbiz.de/10003857157
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