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Option prices, implied price processes, and stochastic volatility
Britten-Jones, Mark, (2000)
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei, (2000)
Optionsbewertung bei stochastischer Volatilität
Nagel, Hartmut, (2001)
A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa, (2003)
A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa, (2004)
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Alòs, Elisa, (2009)