Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk

Closed-form solutions for European and Digital calls in the Hull and White stochastic volatility model and their relation to locally R-minimizing and Delta hedges

Ewald, Christian-Oliver, (2006)

Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk

Ewald, Christian-Oliver, (2008)

Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus

Yang, Zhaojun, (2011)