Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models. - José Da Fonseca; Alessandro Gnoatto; Martino Grasselli (Oper. Res. Lett., 2015)

On moment non-explosions for Wishart-based stochastic volatility models. - José Da Fonseca (Eur. J. Oper. Res., 2016)