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Hopscotch methods for two-state financial models
Kurpiel, Adam, (2000)
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei, (2000)
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes, (2000)
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y., (2018)
Financial markets : stochastic analysis and the pricing of derivative securites
Mel'nikov, Aleksandr V., (1999)
Risk analysis in finance and insurance
Melʹnikov, Aleksandr V., (2011)