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Third-order extensions of Lo's semiparametric bound for European call options
Zuluaga, Luis F., (2009)
The Malliavan derivate and application to pricing and hedging a European exchange options
Mataramvura, Sure, (2012)
The simulation of European call options' sensitivity based on black-scholes option formula
Cui, Yujie, (2012)
Pricing generalized capped exchange options
Wang, Chou-Wen, (2008)