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2. A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts. (2019). Hilliard, Jitka.
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4. Modeling and implementation of local volatility surfaces in Bayesian framework. (2018). Yolcu-Okur, Yeliz ; Uur, Omur ; Animoku, Abdulwahab.
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36. Dynamic Hedging Under Jump Diffusion with Transaction Costs. (2009). Forsyth, P A ; Vetzal, K R ; Kennedy, J S.
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45. Assessing Credit with Equity: A CEV Model with Jump to Default. (2005). Polbennikov, Simon ; Campi, Luciano.
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46. Close-Form Pricing of Benchmark Equity Default Swaps Under the CEV Assumption. (2005). Campi, L. ; Sbuelz, A..
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47. Assessing Credit with Equity : A CEV Model with Jump to Default. (2005). Polbennikov, S. Y. ; Campi, L. ; Sbuelz, A..
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48. Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6). (2004). Jamshidian, Farshid.
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49. Hedging with Stochastic and Local Volatility. (2004). Alexander, Carol ; Nogueira, Leonardo M..
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