• with Cedric Okou, Good Volatility, Bad Volatility and Option Pricing, Journal of Financial and Quantitative Analysis, Vol. 54, No. 1, Feb. 2019, pp. 1-32.[JFQA][SSRN][Appendix]

  • With Ernest Tafolong, Fourier Inversion Formulas for Multiple Assets Option Pricing, Studies in Nonlinear Dynamics & Econometrics, (2015) Volume 19, Issue 5, Pages 531-559. [SNDE] [SSRN]

  • With Romeo Tedongap, A Stochastic Volatility Model with Conditional Skewness, Journal of Business and Economic Statistics, Vol. 30, No. 4 (October 2012), pp. 576-591.[Full text][abs][Appendix]