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Ahn, 1992, Option Pricing when Jump Risk is Stochastic, Mathematical Finance 2, 299-308.
Back, K., 1991, Asset Pricing for General Processes, Journal of Mathematical Economics 20, 371-395.
Berry, T. D. and K. M. Howe, 1994, Public Information Arrival, Journal of Finance, 49(4), 1331-46.
Heston, S.L., 1993, Invisible Parameters in Option Prices, Journal of Finance XLVIII, 933- 947.
Merton, R., 1973, An Intertemporal Capital Asset Pricing Model, Econometrica 41, 867-80.
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