1. Andersen L., Andreasen J. (2002): Volatile volatilities. RISK 15(12): 163–168
2. Andersen L., Brotherton-Ratcliffe R. (2005): Extended LIBOR market models with stochastic volatility. J. Comput. Financ. 9, 1–40
3. Andersen, L., Piterbarg, V.: Moment explosions in stochastic volatility models: Supplement. Supplemental Note, Bank of America and Barclays Capital (2006), http://dx.doi.org/DOI 10.1007/s00780-006-0011-7
4. Beckenbach E.F, Bellman R. (1965): Inequalities. Springer, Berlin Heidelberg New York
5. Chen, R.R., Scott, L.: Stochastic volatility and jumps in interest rates: An empirical analysis. Working Paper, Rutgers University and Morgan Stanley (2002), http://www.rci.rutgers.edu/ ∼rchen/papers.html