Multivariate FX models with jumps: Triangles, Quantos and implied correlation. - Laura Ballotta; Griselda Deelstra; Grégory Rayée (Eur. J. Oper. Res., 2017)

Smiles & smirks: Volatility and leverage by jumps. - Laura Ballotta; Grégory Rayée (Eur. J. Oper. Res., 2022)