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2. MONOTONICITY OF PRICES IN HESTON MODEL. (2013). Ould, S M.
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   RePEc:wsi:ijtafx:v:16:y:2013:i:03:n:s0219024913500167.

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3. Self-dual continuous processes. (2013). Rheinlander, Thorsten ; Schmutz, Michael .
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4. Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models. (2012). Urusov, Mikhail ; Mijatovi, Aleksandar.
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   RePEc:spr:finsto:v:16:y:2012:i:2:p:225-247.

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5. Self-dual continuous processes. (2012). Rheinlander, Thorsten ; Schmutz, Michael .
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6. A note on a paper by Wong and Heyde. (2011). Urusov, Mikhail ; Aleksandar Mijatovi'c, .
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   RePEc:arx:papers:1105.3918.

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1. Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure. (2019). Sobotka, Tom'Avs ; Ziegler, Philipp ; Posp, Jan.
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2. Asymptotic expansion of European options with mean-reverting stochastic volatility dynamics. (2015). Hu, Jun ; Kanniainen, Juho.
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3. Valuation of asset and volatility derivatives using decoupled time-changed L\evy processes. (2015). Torricelli, Lorenzo.
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4. Second Order Multiscale Stochastic Volatility Asymptotics: Stochastic Terminal Layer Analysis & Calibration. (2015). Sircar, Ronnie ; Lorig, Matthew ; Fouque, Jean-Pierre.
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5. On the hedging of options on exploding exchange rates. (2014). Fisher, Travis ; Carr, Peter ; Ruf, Johannes.
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7. Optimal Strategies for a Long-Term Static Investor. (2014). Zhu, Lingjiong.
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8. Representation and Numerical Approximation of American Option Prices under Heston Stochastic Volatility Dynamics. (2013). Adolfsson, Thomas ; Ziveyi, Jonathan ; Ziogas, Andrew.
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9. Pricing VIX options with stochastic volatility and random jumps. (2013). Zhu, Song-Ping ; Lian, Guang-Hua.
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10. Pricing of vanilla and first generation exotic options in the local stochastic volatility framework: survey and new results. (2013). Lasis, Andris ; Gal, Andrey ; Lipton, Alexander.
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11. An analytic multi-currency model with stochastic volatility and stochastic interest rates. (2013). Gnoatto, Alessandro ; Grasselli, Martino.
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12. On the Hedging of Options On Exploding Exchange Rates. (2013). Fisher, Travis ; Carr, Peter ; Ruf, Johannes.
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13. The Affine Nature of Aggregate Wealth Dynamics. (2012). Platen, Eckhard ; Rendek, Renata.
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14. A Tractable Model for Indices Approximating the Growth Optimal Portfolio. (2012). Platen, Eckhard ; Baldeaux, Jan ; Ignatieva, Katja.
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15. Quasi-Monte Carol Methods for the Heston Model. (2012). Baldeaux, Jan ; Roberts, Dale.
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16. Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model. (2012). Baldeaux, Jan ; Badran, Alexander .
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17. Asymptotic and non asymptotic approximations for option valuation. (2012). Gobet, Emmanuel ; Bompis, Romain .
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18. Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results. (2012). Andersen, Leif ; Lipton, Alexander.
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19. Pricing joint claims on an asset and its realized variance under stochastic volatility models. (2012). Torricelli, Lorenzo.
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20. New solvable stochastic volatility models for pricing volatility derivatives. (2012). Itkin, Andrey.
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21. Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model. (2012). Baldeaux, Jan ; Badran, Alexander .
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22. Quasi-Monte Carlo methods for the Heston model. (2012). Baldeaux, Jan ; Roberts, Dale.
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23. Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models. (2012). Jaimungal, Sebastian ; Lorig, Matthew ; Fouque, Jean-Pierre.
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25. Asymptotic analysis for stochastic volatility: martingale expansion. (2011). Fukasawa, Masaaki.
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26. Option pricing with quadratic volatility: a revisit. (2011). Andersen, Leif.
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27. Estimation of objective and risk-neutral distributions based on moments of integrated volatility. (2011). Renault, Eric ; Garcia, René ; Pastorello, Sergio ; Lewis, Marc-Andre .
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28. An Asymptotic Expansion with Push-Down of Malliavin Weights. (2011). Yamada, Toshihiro ; Takahashi, Akihiko.
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29. An Asymptotic Expansion with Push-Down of Malliavin Weights. (2011). Yamada, Toshihiro ; Takahashi, Akihiko.
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30. Valuation equations for stochastic volatility models. (2011). Bayraktar, Erhan ; Xing, Hao ; Kardaras, Constantinos.
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31. On The Heston Model with Stochastic Interest Rates. (2010). Oosterlee, Cornelis ; Grzelak, Lech.
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32. A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes. (2010). Li, Minqiang.
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33. Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case. (2010). Itkin, Andrey ; Carr, Peter.
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34. Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing. (2010). Binkowski, Karol ; Kozek, Andrzej.
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35. What is the relevance of option pricing for forest valuation in New Zealand?. (2010). Niquidet, Kurt ; Manley, Bruce.
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39. The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well. (2009). Heston, Steven ; Christoffersen, Peter ; Jacobs, Kris.
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40. On Honest Times in Financial Modeling. (2008). Platen, Eckhard ; Nikeghbali, Ashkan.
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41. On honest times in financial modeling. (2008). Platen, Eckhard ; Nikeghbali, Ashkan.
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42. Smart expansion and fast calibration for jump diffusion. (2008). Benhamou, Eric ; Miri, Mohammed ; Gobet, Emmanuel.
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43. Hedging Options with Scale-Invariant Models. (2006). Alexander, Carol ; Nogueira, Leonardo M..
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44. Long-memory volatility in derivative hedging. (2006). Tan, Abby.
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45. Understanding the Implied Volatility Surface for Options on a Diversified Index. (2004). Platen, Eckhard ; Heath, David.
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46. Understanding the Implied Volatility Surface for Options on a Diversified Index. (2004). Platen, Eckhard.
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47. General properties of rational stock-market fluctuations. (2004). Mele, Antonio.
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48. Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options. (2004). Yan, Shu ; Santa-Clara, Pedro.
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49. Pricing of index options under a minimal market model with log-normal scaling. (2003). Platen, Eckhard ; Heath, David.
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50. Fundamental Properties of Bond Prices in Models of the Short-Term Rate. (2002). Mele, Antonio.
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