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HULL, J., & WHITE, A. (1987). The Pricing of Options on Assets with Stochastic Volatilities. The Journal of Finance, 42(2), 281-300. doi:10.1111/j.1540-6261.1987.tb02568.x
Heston, S. L. (1993). A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options. Review of Financial Studies, 6(2), 327-343. doi:10.1093/rfs/6.2.327
Pascucci, A. (2011). PDE and Martingale Methods in Option Pricing. Bocconi & Springer Series. doi:10.1007/978-88-470-1781-8
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