//-->
E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi, (1999)
Stochastic interest rates and the pricing of European currency options
Adjaoute, Kpate, (1997)
How important is the term structure in implied volatility surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios, (2011)
Relative guarantees
Lindset, Snorre, (2004)
A generalization of the formulas for options on the maximum or the minimum of several assets
Lindset, Snorre, (2006)
Pricing American exchange options in a jump-diffusion model
Lindset, Snorre, (2007)