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Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei, (2000)
Stochastic processes : from physics to finance
Paul, Wolfgang, (1999)
The econometric modelling of financial time series
Mills, Terence C., (1994)
Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions
Mackevičius, Vigirdas, (1997)
On weak approximations of CIR equation with high volatility
Mackevičius, Vigirdas, (2010)
A note on synchronization of diffusion
Mackevičius, Vigirdas, (2000)