[1] G. G. Drimus, Options on realized variance by transform methods: A non-affine stochastic
volatility model, Quantitative Finance., 11 (2009), 1679–1694.
[2] J. Baldeaux, A. Badran, Consistent modelling of VIX and equity derivatives using a 3/2 plus
jump model, Research Paper Series 306, Quantitative Finance Research Center, University
of Technology, Sydney, 2012.
[3] P. Carr, J. Sun A new approach for option pricing under stochastic volatility, Review of
Derivatives Research, 10 (2007), 87–150.
[4] R. Cont, P. Tankov, Financial modelling with jump processes, CRC Press LLC, London,
2004.
[5] S. G. Kou, J. Jump-diffusion models for asset pricing on financial engineering, Handbooks
in Operations Research and Management Science, 15 (2007), 73–116.