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Bayesian analysis of contingent claim model error
Jacquier, Eric, (2000)
Expansion formulas for European options in a local volatility model
Benhamou, Eric, (2010)
A new simple square root option pricing model
Câmara, António, (2010)
Comment on "A new simple square root option pricing model"
Kim, Hwa-sung, (2012)
Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo, (2004)
Pricing counterparty default risks : applications to FRNs and vulnerable options
Kang, Jangkoo, (2005)