1
title:OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES

authors:Giulia Rotundo (giulia.rotundo@uniroma1.it) and Roy Cerqueti (roy.cerqueti@unimc.it)

source: New Mathematics and Natural Computation (NMNC), 2010, vol. 06, issue 01, pages 109-118

2
title: Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis
authors: Fernando A.S. Postali,  and Paulo Picchetti
source: Energy EconomicsVolume 28, Issue 4, July 2006,Pages 506-522

3
title: Comment on 'Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lvy Processes
by C. Ribeiro and N. Webber  
authors:Martin Becker
source: Applied Mathematical Finance,Volume17,Issue2April2010, pages 133- 146