1. A Course in Financial Calculus;Alison,2002
2. A delayed Black and Scholes formula;Arriojas;Stoch. Anal. Appl.,2007
3. Uncertain Volatility Model. Theory and Applications;Buff,2002
4. The evaluation of barrier option prices under stochastic volatility;Chiarella;Comput. Math. Appl.,2012
5. Griego R., Swishchuk A., 2000. Black-scholes formula for a market in a Markov environment. Theory Probab. and Mathem. Statit. 62, 9–18.