The return barrier and return timer option with pricing under Lévy processes. - Justin Lars Kirkby; Jean-Philippe Aguilar (Expert Syst. Appl., 2023)

Calibration and option pricing with stochastic volatility and double exponential jumps. - Gaetano Agazzotti; Jean-Philippe Aguilar; Claudio Aglieri Rinella; Justin Lars Kirkby (J. Comput. Appl. Math., 2025)