An option pricing formula for the GARCH diffusion model. - Giovanni Barone-Adesi; Henrik Rasmussen; Claudia Ravanelli (Comput. Stat. Data Anal., 2005)

Comonotone Pareto optimal allocations for law invariant robust utilities on L 1. - Claudia Ravanelli; Gregor Svindland (Finance Stochastics, 2014)