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Vitiello, Luiz and Poon, Ser-Huang (2022) Option pricing with random risk aversion. Review of Quantitative Finance and Accounting, 58 (4). pp. 1665-1684. DOI https://doi.org/10.1007/s11156-021-01034-8

Chen, K and Vitiello, L and Hyde, S and Poon, S (2018) The Reality of Stock Market Jumps Diversification. Journal of International Money and Finance, 86. pp. 171-188. DOI https://doi.org/10.1016/j.jimonfin.2018.04.008

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

Vitiello, L and Poon, S (2009) General equilibrium and preference free model for pricing options under transformed gamma distribution. Journal of Futures Markets, 30 (5). pp. 409-431. DOI https://doi.org/10.1002/fut.20425

Vitiello, L and Poon, S (2008) General Equilibrium and Risk Neutral Framework for Option Pricing with a Mixture of Distributions. The Journal of Derivatives, 15 (4). pp. 48-60. DOI https://doi.org/10.3905/jod.2008.707210