Gupta, Alok and Reisinger, Christoph and Whitley, Alan Model Uncertainty and its Impact on Derivative Pricing. In: Rethinking Risk Measurement and Reporting. RISK, pp. 623-661. (In Press)
Whitley, Alan (2009) Pricing of European, Bermudan and American Options under the Exponential Variance Gamma Process. Masters thesis, Mathematical Institute.
