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A general theory of option pricing
Geršôn, Dāwid, (2023)
Heterogeneous computation of rainbow option prices using Fourier cosine series expansion under a mixed CPU-GPU computation framework
Cassagnes, A., (2014)
Instalment options : a closed-form solution and the limiting case
Griebsch, Susanne, (2007)
Exotic options and hybrids : a guide to structuring, pricing and trading
Bouzoubaa, Mohamed, (2010)
Moment Methods for Exotic Volatility Derivatives
Albanese, Claudio, (2007)