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Article

Tunaru, Radu (2022) Equity portfolio trading with volatility and dividend derivatives. Journal of Derivatives, 29 (3). pp. 46-64. ISSN 1074-1240

Su, Haozhe, Chen, Ding and Newton, David (2017) Option pricing via QUAD: from Black–Scholes–Merton to Heston with jumps. Journal of Derivatives, 24 (3). pp. 9-27. ISSN 1074-1240

Alexander, C O and Leigh, C T (1997) On the covariance matrices used in value at risk models. Journal of Derivatives, 4 (3). pp. 50-62. ISSN 1074-1240

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