1. Some pricing tools for the Variance Gamma model;J.-P Aguilar;International Journal of Theoretical and Applied Finance,2020
2. Explicit option valuation in the exponential NIG model;J.-P Aguilar;Quantitative Finance,2021
3. Robust and nearly exact option pricing with bilateral gamma processes;J.-P Aguilar;J. Derivatives,2022
4. Pricing, risk and volatility in subordinated market models;J.-P Aguilar;Risks,2020