- Hideharu Funahashi, Masaaki Kijima, “Analytical pricing of single barrier options under local volatility models”, Quantitative Finance, 16, № 6, 2016, 867
- Friedrich Hubalek, Martin Keller-Ressel, Carlo Sgarra, “Geometric Asian option pricing in general affine stochastic volatility models with jumps”, Quantitative Finance, 17, № 6, 2017, 873
- ALESSANDRO GNOATTO, “COHERENT FOREIGN EXCHANGE MARKET MODELS”, Int. J. Theor. Appl. Finan., 20, № 01, 2017, 1750007
- Annie Cuyt, Oliver Salazar Celis, Maryna Lukach, Karel In’t Hout, “Analytic models for parameter dependency in option price modelling”, Numer Algor, 73, № 1, 2016, 15
- Roman V. Ivanov, “RETRACTED ARTICLE: The distribution of the maximum of a variance gamma process and path-dependent option pricing”, Finance Stoch, 19, № 4, 2015, 979
- Alessandro Gnoatto, Martino Grasselli, “An Analytic Multi-Currency Model with Stochastic Volatility and Stochastic Interest Rates”, SSRN Journal, 2013
- Roman V. Ivanov, “On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model”, Risks, 11, № 6, 2023, 111
- Vassili N. Kolokoltsov, “Stochastic Monotonicity and Duality ofkth Order with Application to Put-Call Symmetry of Powered Options”, Journal of Applied Probability, 52, № 1, 2015, 82
- Min-Teh Yu, “Analytic Approximations for Generalized Asian Options”, SSRN Journal, 2011
- Fred Espen Benth, Giulia Di Nunno, Asma Khedher, Maren Diane Schmeck, “Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk”, Applied Mathematical Finance, 22, № 1, 2015, 28