- Fred Espen Benth, Marco Piccirilli, Tiziano Vargiolu, “Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework”, Math Finan Econ, 13, no. 4, 2019, 543
- David Sloth, “A Journey into the Dark Arts of Quantitative Finance”, SSRN Journal, 2013
- DAVID CRIENS, “A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS”, Int. J. Theor. Appl. Finan., 23, no. 03, 2020, 2050020
- Jan Kallsen, From Stochastic Calculus to Mathematical Finance, 2006, 343
- Kais Hamza, Fima C. Klebaner, Zinoviy Landsman, Ying-Oon Tan, “Option Pricing for Symmetric Lévy Returns with Applications”, Asia-Pac Financ Markets, 22, no. 1, 2015, 27
- Dorje C. Brody, Lane P. Hughston, Ewan Mackie, “General theory of geometric Lévy models for dynamic asset pricing”, Proc. R. Soc. A., 468, no. 2142, 2012, 1778
- Armin Pourkhanali, Farzad Alavi Fard, “Pricing equity linked annuities under regime-switching generalized gamma process”, COC, 12, no. 3, 2015, 250
- Yuanchuang Shan, Haoran Yi, Xuekang Zhang, Huisheng Shu, “Option pricing under a Markov-modulated Merton jump-diffusion dividend”, Communications in Statistics - Theory and Methods, 52, no. 5, 2023, 1490
- Fima C. Klebaner, Zinoviy Landsman, “Option Pricing for Log-Symmetric Distributions of Returns”, Methodol Comput Appl Probab, 11, no. 3, 2009, 339
- Friedrich Hubalek, Carlo Sgarra, “On the explicit evaluation of the Geometric Asian options in stochastic volatility models with jumps”, Journal of Computational and Applied Mathematics, 235, no. 11, 2011, 3355