Parisian Options - The Implied Barrier Concept. - Jasper Anderluh; Hans van der Weide (International Conference on Computational Science, 2004)

Double-sided Parisian option pricing. - Jasper H. M. Anderluh; Johannes A. M. van der Weide (Finance Stochastics, 2009)

A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under Lévy Process: The Monte Carlo-COS Method. - Yanbin Shen; Johannes A. M. van der Weide; Jasper H. M. Anderluh (ICCS, 2013)