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A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj, (2016)
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael, (2015)
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj, (2018)
Lower bound approximation to basket option values for local volatility jump-diffusion models
Xu, Guoping, (2014)
Approximate basket options valuation for a jump-diffusion model
Xu, Guoping, (2009)
Lower Bound Approximation to Basket Option Values for Local Volatility Jump-Diffusion Models
Xu, Guoping, (2012)