A generalization of the Hull and White formula with applications to option pricing approximation. - Elisa Alòs (Finance Stochastics, 2006)

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility. - Elisa Alòs; Jorge A. León; Josep Vives (Finance Stochastics, 2007)

A decomposition formula for option prices in the Heston model and applications to option pricing approximation. - Elisa Alòs (Finance Stochastics, 2012)

On the Curvature of the Smile in Stochastic Volatility Models. - Elisa Alòs; Jorge A. León (SIAM J. Financial Math., 2017)

Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach. - Elisa Alòs; Kenichiro Shiraya (Finance Stochastics, 2019)

Editorial: Long-Memory Models in Mathematical Finance. - Tommi Sottinen; Elisa Alòs; Ehsan Azmoodeh; Giulia Di Nunno (Frontiers Appl. Math. Stat., 2021)

On the Difference Between the Volatility Swap Strike and the Zero Vanna Implied Volatility. - Elisa Alòs; Frido Rolloos; Kenichiro Shiraya (SIAM J. Financial Math., 2021)

On Smile Properties of Volatility Derivatives: Understanding the VIX Skew. - Elisa Alòs; David García-Lorite; Aitor Muguruza Gonzalez (SIAM J. Financial Math., 2022)

CVA in fractional and rough volatility models. - Elisa Alòs; Fabio Antonelli; Alessandro Ramponi; Sergio Scarlatti (Appl. Math. Comput., 2023)

A Lower Bound for the Volatility Swap in the Lognormal SABR Model. - Elisa Alòs; Frido Rolloos; Kenichiro Shiraya (Axioms, 2023)