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51. Small-time asymptotics for Gaussian self-similar stochastic volatility models. (2016). Zhang, Xin ; Viens, Frederi ; Gulisashvili, Archil.
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52. Short maturity options for Azéma–Yor martingales. (2015). Zhu, Lingjiong.
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53. About the decomposition of pricing formulas under stochastic volatility models. (2015). Merino, Raul ; Vives, Josep.
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54. Short-time at-the-money skew and rough fractional volatility. (2015). Fukasawa, Masaaki.
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56. A closed-form option pricing approximation formula for a fractional Heston model. (2014). Yang, Yan ; Alos, Elisa.
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59. Two-sided estimates for stock price distribution densities in jump-diffusion models. (2010). Vives, Josep ; Gulisashvili, Archil.
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