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  "Description": "Algorithms to price American and European equity options,\nconvertible bonds and a variety of other financial derivatives.\nIt uses an extension of the usual Black-Scholes model in which\njump to default may occur at a probability specified by a\npower-law link between stock price and hazard rate as found in\nthe paper by Takahashi, Kobayashi, and Nakagawa (2001)\n<doi:10.3905/jfi.2001.319302>.  We use ideas and techniques\nfrom Andersen and Buffum (2002) <doi:10.2139/ssrn.355308> and\nLinetsky (2006) <doi:10.1111/j.1467-9965.2006.00271.x>.",
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        "EquityOption-class"
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      "title": "ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes",
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        "Introduction",
        "Stochastic Model",
        "Option Market Data",
        "Pricing Options",
        "Including Default Intensities",
        "Including Term Structures",
        "Fitting Term Structures of Volatility",
        "Fitting Default Intensity",
        "Daycount Conventions",
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