Implied volatility in oil markets. - Svetlana Borovkova; Ferry J. Permana (Comput. Stat. Data Anal., 2009)

Assessing the impact of jumps in an option pricing model: A gradient estimation approach. - Warren Volk-Makarewicz; Svetlana Borovkova; Bernd Heidergott (Eur. J. Oper. Res., 2022)