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Too much of a good thing? : a review of volatility extensions in Black-Scholes
Kermiche, Lamya, (2014)
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul, (2018)
The pricing models of covered warrants and empirical study in Thin markets and developed markets
Phan Thi Kieu Hoa, (2018)
Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
Račev, Svetlozar T., (2005)
Risk measures and portfolio selection
Račev, Svetlozar T., (2008)
Introduction to stochastic processes