1. A comparison of some Monte Carlo and quasi Monte Carlo methods for option pricing;Acworth;Monte Carlo and Quasi-Monte Carlo Methods,1998
2. Stochastic volatility and mean-variance analysis;Ahn;Wilmott Magazine,2003
3. Jump diffusion, mean and variance: How to dynamically hedge, statically hedge and to price;Ahn;Wilmott Magazine,2007
4. Dynamic hedging is dead! Long live static hedging!;Ahn;Wilmott Magazine,2008