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Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei, (2000)
Stochastic processes : from physics to finance
Paul, Wolfgang, (1999)
The econometric modelling of financial time series
Mills, Terence C., (1994)
Discrete stochastic calculus and its applications : an expository note
Fujita, Takahiko, (2012)
An Arbitrage Approach to the Pricing of Catastrophe Options Involving the Cox Process
Fujita, Takahiko, (2008)