| - "A generalization of the Hull and White formula with applications to option pricing approximation", Finance and Stochastics 10 (3) (2006), 353-365.
- "On the short-time behaviour of the implied volatility for jump-diffusion models with stochastic volatility" (with J. A. León and J. Vives), Finance and Stochastics 11 (4) (2007), 571-589. |
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