A GARCH option pricing model with alpha-stable innovations. - Christian Menn; Svetlozar T. Rachev (Eur. J. Oper. Res., 2005)

Calibrated FFT-based density approximations for alpha. - Christian Menn; Svetlozar T. Rachev (Comput. Stat. Data Anal., 2006)

Smoothly truncated stable distributions, GARCH-models, and option pricing. - Christian Menn; Svetlozar T. Rachev (Math. Methods Oper. Res., 2009)