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Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H., (1998)
Introduction to the economics and mathematics of financial markets
Cvitanić, Jakša, (2004)
Equity derivatives and hybrids : markets, models and methods
Brockhaus, Oliver, (2016)
Equity Derivatives and Hybrids : Markets, Models and Methods
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V., (2018)