Approximate option pricing under a two-factor Heston-Kou stochastic volatility model. - Youssef El-Khatib; Zororo S. Makumbe; Josep Vives (Comput. Manag. Sci., 2024)

Decomposition of the option pricing formula for infinite activity jump-diffusion stochastic volatility models. - Youssef El-Khatib; Zororo S. Makumbe; Josep Vives (Math. Comput. Simul., 2025)