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Issue DateTitleAuthor(s)
1-Sep-2009Basket CDS pricing with interacting intensitiesZheng, H; Jiang, L
1-Oct-2009Approximate basket options valuation for a jump-diffusion modelXu, G; Zheng, H
31-Dec-2008Jump liquidity risk and its impact on CVaRZheng, H; Shen, Y

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