1. L. Andersen and J. Andreasen. Jumping smiles. Risk, 12:65–68, November 1999.
2. T. Andersen, L Benzoni, and J. Lund. An empirical investigation of continuoustime equity return models. Journal of Finance, 57:1239–1284, June 2002.
3. J. Andreasen and P. Carr. Put-call reversal. Manuscript, University of Aarhus.
4. J. Anreasen. Implied modelling, stable implementation, hedging, and duality. Manuscript, University of Aarhus, 1998.
5. F. Black and M. Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81:637–654, 1973.