1. M. Abramowitz, I. Stegun, Handbook of Mathematical Functions (Dover Publications, New York, 1964)
2. A.M. Abu-Saman, A.M. Assaf, Stability and convergence of Crank–Nicholson method for fractional advection dispersion equation. Adv. Appl. Math. Anal. 2 (2), 117–125 (2007)
3. L. Andersen, J. Andreasen, Jump diffusion processes: volatility smile fitting and numerical methods for option pricing. Rev. Deriv. Res. 4, 231–262 (2000)
4. L. Andersen, A. Lipton, Asymptotics for exponential Lévy processes and their volatility smile: Survey and new results. Int. J. Theor. Appl. Finance 16 (1), 1350001–1350098 (2013). Available at http://arxiv.org/abs/1206.6787
5. I. Bakas, B. Khesin, E. Kiritsis, The logarithm of the derivative operator and higher spin algebras of w ∞ type. Commun. Math. Phys. 151 (2), 233–243 (1993)