@article{publication-14643,
	author={Zhang, Ally Quan and Thul, Matthias},
	doi={10.1080/14697688.2016.1276299},
	issn={1469-7688},
	journal={Quantitative Finance},
	number=9,
	pages={1387-1401},
	publisher={Taylor & Francis},
	title={How Much Is the Gap? Efficient Jump Risk-Adjusted Valuation of Leveraged Certificates},
	volume=17,
	year=2017,
}