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Discrete-time stochastic volatility process in option pricing : a generalisation of the Amin-Ng and the Black-Scholes models
Pajor, Anna, (2016)
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik, (1997)
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano, (2006)
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam, (2011)
Valuation of Derivatives Based on Single-Factor Interest Rate Models
Barone-Adesi, Giovanni, (2003)
Implied derivative security prices based two-factor interest model: a UK application
Sorwar, Ghulam, (2005)