Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model. - Jin Feng; Martin Forde; Jean-Pierre Fouque (SIAM J. Financial Math., 2010)

The large-maturity smile for the Heston model. - Martin Forde; Antoine Jacquier (Finance Stochastics, 2011)

A note on essential smoothness in the Heston model. - Martin Forde; Antoine Jacquier; Aleksandar Mijatovic (Finance Stochastics, 2011)

The Small-Maturity Smile for Exponential Lévy Models. - José E. Figueroa-López; Martin Forde (SIAM J. Financial Math., 2012)

The Small-Time Smile and Term Structure of Implied Volatility under the Heston Model. - Martin Forde; Antoine Jacquier; Roger Lee (SIAM J. Financial Math., 2012)

Correction note for 'The large-maturity smile for the Heston model'. - Carole Bernard; Zhenyu Cui; Martin Forde; Antoine Jacquier; Don McLeish; Aleksandar Mijatovic (Finance Stochastics, 2013)

Small-Time Asymptotics for Basket Options - the Bivariate SABR Model and the Hyperbolic Heat Kernel on ℍ3. - Martin Forde; Hongzhong Zhang (SIAM J. Financial Math., 2016)

Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion. - John Armstrong; Martin Forde; Matthew Lorig; Hongzhong Zhang (SIAM J. Financial Math., 2017)

Asymptotics for Rough Stochastic Volatility Models. - Martin Forde; Hongzhong Zhang (SIAM J. Financial Math., 2017)