1. J. Andreasen and B. Huge. Volatility interpolation. Risk Magazine, (March):76–79, 2011.
2. Financial Mathematics Series;L Bergomi,2016
3. D. Cozzi. Local Stochastic Volatility Models: Solving the Smile Problem with a Nonlinear Partial Integro-Differential Equation. Dissertation, Politecnico di Milano, 2012. Available at https://www.politesi.polimi.it/bitstream/10589/72489/1/2012_12_Cozzi.pdf.
4. F. Delbaen and W. Schachermayer. The Mathematics of Arbitrage. Springer, 2006.
5. M. di Francesco, P. Foschi, and A. Pascucci. Analysis of an uncertain volatility model. Journal of Applied Mathematics and Decision Sciences, pages 1–17, 2006.