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2. Diffusive behavior and the modeling of characteristic times in limit order executions. (2009). Mantegna, Rosario ; Eisler, Zoltan ; Kertesz, Janos ; Lillo, Fabrizio.
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3. Role of noise in a market model with stochastic volatility. (2006). Bonanno, G. ; Valenti, D. ; Spagnolo, B..
   In: The European Physical Journal B: Condensed Matter and Complex Systems.
   RePEc:spr:eurphb:v:53:y:2006:i:3:p:405-409.

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43. Multiple time scales and the empirical models for stochastic volatility. (2007). Chistilin, K. M. ; Buchbinder, G. L..
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45. A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model. (2007). Pacelli, Graziella ; Ballestra, Luca Vincenzo ; Zirilli, Francesco.
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46. A FORWARD LOOKING, SINGULAR PERTURBATION APPROACH TO PRICING OPTIONS UNDER MARKET UNCERTAINTY AND TRADING NOISE. (2005). Sobehart, Jorge R.
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47. On a multi-timescale statistical feedback model for volatility fluctuations. (2005). Borland, Lisa ; Bouchaud, Jean-Philippe.
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48. On a multi-timescale statistical feedback model for volatility fluctuations. (2005). Borland, L. ; J. -Ph. Bouchaud, .
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49. Application of the heston and hull-white models to german dax data. (2004). Mahnke, Reinhard ; Remer, Ralf .
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50. Option pricing and hedging with minimum expected shortfall. (2003). Bouchaud, Jean-Philippe ; Pochard, Benoit.
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