//-->
A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model
Andersen, Leif, (2000)
Reduced-form models: curve construction and the pricing of credit swaps, options and hybrids
Andersen, Leif, (2004)
Option pricing with quadratic volatility : a revisit
Andersen, Leif B. G., (2011)