Accepted Manuscript A unified approach to Bermudan and Barrier options under stochastic volatility models with jumps J.Lars Kirkby, Duy Nguyen, Zhenyu Cui PII: S0165-1889(17)30098-2 DOI: 10.1016/j.jedc.2017.05.001 Reference: DYNCON 3433 To appear in: Journal of Economic Dynamics & Control Received date: 24 September 2016 Revised date: 4 March 2017 Accepted date: 1 May 2017 Please cite this article as: J.Lars Kirkby, Duy Nguyen, Zhenyu Cui, A unified approach to Bermudan and Barrier options under stochastic volatility models with jumps, Journal of Economic Dynamics & Control (2017), doi: 10.1016/j.jedc.2017.05.001 This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain.