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10. A mixed Monte Carlo and PDE variance reduction method for foreign exchange options under the Heston-CIR model. (2016). Reisinger, Christoph ; Cozma, Andrei.
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26. Discretely sampled variance and volatility swaps versus their continuous approximations. (2013). Jarrow, Robert ; Kchia, Younes ; Protter, Philip ; Larsson, Martin.
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28. Smiles all around: FX joint calibration in a multi-Heston model. (2013). Gnoatto, Alessandro ; Grasselli, Martino ; De Col, Alvise .
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30. On parameter estimation for critical affine processes. (2013). Li, Zenghu ; Barczy, Matyas ; Doering, Leif ; Pap, Gyula.
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33. Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model. (2012). Baldeaux, Jan ; Badran, Alexander .
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36. Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model. (2011). Platen, Eckhard ; Chan, Leunglung.
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37. Valuation equations for stochastic volatility models. (2011). Bayraktar, Erhan ; Xing, Hao ; Kardaras, Constantinos.
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40. On refined volatility smile expansion in the Heston model. (2010). Sturm, S. ; Gerhold, S. ; Friz, P. ; Gulisashvili, A..
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41. On the Martingale Property of Certain Local Martingales. (2010). Urusov, Mikhail ; Mijatovic, Aleksandar.
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42. An Analysis of American Options Under Heston Stochastic Volatility and Jump-Diffusion Dynamics. (2009). Cheang, Gerald ; Chiarella, Carl ; Ziogas, Andrew.
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43. Strict Local Martingales in Continuous Financial Market Models. (2009). Hulley, Hardy.
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44. Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility. (2009). Pelsser, Antoon ; Lord, Roger ; Schrager, David ; van Haastrecht, Alexander.
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45. Multiple stochastic volatility extension of the Libor market model and its implementation. (2009). John, Schoenmakers ; Stanley, Mathew ; Denis, Belomestny .
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47. Ruin probabilities under general investments and heavy-tailed claims. (2008). Hult, Henrik ; Lindskog, Filip.
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48. Optimal Fourier Inversion in Semi-analytical Option Pricing. (2007). Kahl, Christian ; Lord, Roger.
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49. A Comparison of Biased Simulation Schemes for Stochastic Volatility Models. (2007). van Dijk, Dick ; Lord, Roger ; Koekkoek, Remmert .
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50. A stochastic volatility Libor model and its robust calibration. (2007). Belomestny, Denis ; Matthew, Stanley ; Schoenmakers, John.
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