Stochastic partial differential equations with Dirichlet white-noise boundary conditions Elisa Alòs; Stefano Bonaccorsi — 2002 Annales de l'I.H.P. Probabilités et statistiques
A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility. Alòs, Elisa; León, Jorge A.; Pontier, Monique; Vives, Josep — 2008 Journal of Applied Mathematics and Stochastic Analysis