1. Expanded forward volatility;Jesper Andreasen;Risk,2013
2. Exact solution to cev model with uncorrelated stochastic volatility;Alexandre Antonov;SSRN 2386731,2014
3. Mixing sabr models for negative rates;Alexandre Antonov;SSRN 2653682,2015
4. Advanced analytics for the sabr model;Alexandre Antonov;SSRN 2026350,2012