Option pricing with mean reversion and stochastic volatility. - Hoi Ying Wong; Yu Wai Lo (Eur. J. Oper. Res., 2009)

Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility. - Mei Choi Chiu; Yu Wai Lo; Hoi Ying Wong (Oper. Res. Lett., 2011)