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Kim Chiang

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10 Aug 2009 Pricing Derivatives Securities using MATLAB Examples of pricing derivatives securities using MATLAB Author: Mayeda Reyes-Kattar
02 Jun 2009 Log-Uniform Jump-Diffusion Model European call option price and implied volatility for a Log-Uniform Jump-Diffusion model. Author: Rodolphe Sitter

Good, except for some small bug in the code. the miss use of function "sum" makes the program not stable. You mentioned it is not stable for large number. It is caused by this.

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