R. Szmytkowki and S. Bielski, “An Orthogonality Relation for the Whittaker Functions of the Second Kind of Imaginary Order,” Integral Transforms and Special Functions, Vol. 21, No. 10, 2010, pp. 739-744. doi:10.1080/10652461003643412
 L. Fatone F. Mariani, M. C. Recchioni and F. Zirilli, “Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration,” Journal of Mathematical Finance, Vol. 3, No. 1, 2013, pp. 10-32.
 C. O. Ewald, K. R. Schenk-Hoppé and Z. Yang, “Closed-Form Solutions for European and Digital Calls in the Hull and White Stochastic Volatility Model and Their Relation to Locally R-Minimizing and Delta Hedges,” Paper No. 07-11, Swiss Finance Institute Research, 2007. http://papers.ssrn.com/sol3/papers.cfm?abstract-id=957807
 C. Corrado and T. Su, “Empirical Test of the Hull and White Option Pricing Model,” The Journal of Futures Markets, Vol. 18, No. 4, 1998, pp. 363-378. doi:10.1002/(SICI)1096-9934(199806)18:4<363::AID-FUT1>3.0.CO;2-K
 B. A. Surya, “Two-Dimensional Hull-White Model for Stochastic Volatility and Its Nonlinear Filtering Estimation,” Procedia Computer Science, Vol. 4, 2011, pp. 1431-1440. doi:10.1016/j.procs.2011.04.154
 E. Alòs, “A Generalization of the Hull and White Formula with Applications to Option Pricing Approximation,” Finance and Stochastics, Vol. 10, No. 3, 2006, pp. 353-365. doi:10.1007/s00780-006-0013-5
 E. Alòs, J. A. León, M. Pontier and J. Vives, “A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility,” Journal of Applied Mathematics and Stochastic Analysis, 2008, Article ID: 359142, 17p.
 L. A. Grzelakab, L. A. Oosterleeac and S. Van Weeren, “Extension of Stochastic Volatility Equity Models with the Hull-White Interest Rate Process,” Quantitative Finance, Vol. 12, No. 1, 2012, pp. 89-105. doi:10.1080/14697680903170809
 E. Benhamou, E. Gobet and M. Miri, “Analytical Formulas for a Local Volatility Model with Stochastic Rates,” Quantitative Finance, Vol. 12, No. 2, 2012, pp. 185-198. doi:10.1080/14697688.2010.523011
 L. Fatone, F. Mariani, M. C. Recchioni and F. Zirilli, “The Use of Statistical Tests to Calibrate the Normal Sabr Model,” Journal of Inverse and III Posed Problems, Vol. 21, No. 1, 2013, pp. 59-84.
 L. Fatone, F. Mariani, M. C. Recchioni and F. Zirilli, “Closed Form Formulae for the Moments of the Lognormal SABR Model Variables and Their Use to Solve Two Calibration Problems,” Inverse Problems in Science and Engineering, 2012.
 B. Wong and C. C. Heyde, “On Changes of Measure in Stochastic Volatility Models,” Journal of Applied Mathematics and Stochastic Analysis, 2006, Article ID: 18130, 13p. doi:10.1155/JAMSA/2006/18130
 S. B. Yakubovich and M. M. Rodrigues, “Heat Kernel in Terms of Whittaker’s Functions,” International Symposium on Orthogonal Polynomials and Special Functions—A Complex Analytic Perspective, Copenhagen, 11-15 June 2012. http://cmup.fc.up.pt/cmup/v2/include/filedb.php?id=398&table=publicacoes&field=file.
 S. B. Yakubovich, “The Heat Kernel and Heisenberg Inequalities Related to the Kontorovich-Lebedev Transform,” Communications on Pure and Applied Analysis, Vol. 10, No. 2, 2011, pp. 745-760. doi:10.3934/cpaa.2011.10.745
 R. Szmytkowki and S. Bielski, “Comment on the Orthogonality of the Macdonald Functions of Imaginary Order,” Journal of Mathematical Analysis and Applications, Vol. 365, No. 1, 2010, pp. 195-197. doi:10.1016/j.jmaa.2009.10.035
 L. Fatone, F. Mariani, M. C. Recchioni and F. Zirilli, “An Explicitly Solvable Multi-Scale Stochastic Volatility Model: Option Pricing and Calibration,” The Journal of Futures Markets, Vol. 29, No. 9, 2009, pp. 862-893. doi:10.1002/fut.20390