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Mitigating risk incentives by issuing convertible bonds : a refinement to the Black-Scholes evaluation model
Miyake, Masatoshi, (2014)
First-order calculus and option pricing
Carr, Peter, (2014)
Loan guarantees : an option pricing theory perspective
Pizzutilo, Fabio, (2015)
Integral transform and lie symmetry methods for scalar and multi-dimensional diffusions
Craddock, Mark, (2017)
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models.
Chiarella, Carl, (2002)
On Explicit Probability Laws for Classes of Scalar Diffusions
Craddock, Mark, (2009)