| Pricing American options under stochastic volatility and stochastic interest rates | Journal of financial economics |  | | 2010 | 511 | 761 |
|
| Pricing american options under stochastic volatility and stochastic interest rates | | | | 2007 | 643 | 1,323 |
|
| Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility | The Review of financial studies | | | 2007 | 523 | 664 |
|
| Approximation and Calibration of Short-Term implied Volatilities under Jump-Diffusion Stochastic Volatility | | | | 2006 | 640 | 1,182 |
|
| A simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics | | | | 2003 | 686 | 1,079 |
|
