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Cartea, Alvaro and del-Castillo-Negrete, D. (2007) On the fluid limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions. Working Paper. Birkbeck, University of London, London, UK.
Cartea, Alvaro and del-Castillo-Negrete, D. (2006) Fractional diffusion models of option prices in markets with jumps. Working Paper. Birkbeck, University of London, London, UK.