Generalized Arbitrage-Free SVI Volatility Surfaces. - Gaoyue Guo; Antoine Jacquier; Claude Martini; Leo Neufcourt (SIAM J. Financial Math., 2016)

Change of numeraire in the two-marginals martingale transport problem. - Luciano Campi; Ismail Laachir; Claude Martini (Finance Stochastics, 2017)

Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles. - Mehdi El Amrani; Antoine Jacquier; Claude Martini (SIAM J. Financial Math., 2021)

No Arbitrage SVI. - Claude Martini; Arianna Mingone (SIAM J. Financial Math., 2022)