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Vitiello, L and Rebelo, I (2015) A note on the pricing of multivariate contingent claims under a transformed-gamma distribution. Review of Derivatives Research, 18 (3). pp. 291-300. DOI https://doi.org/10.1007/s11147-015-9112-9
Vitiello, L and Poon, S (2014) Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing. Review of Derivatives Research, 17 (2). pp. 241-259. DOI https://doi.org/10.1007/s11147-013-9093-5