E. Benhamou, E. Gobet, and M. Miri, Smart expansion and fast calibration for jump diffusions, Finance and Stochastics, vol.49, issue.1???2, pp.563-589, 2009.
DOI : 10.1007/s00780-009-0102-3

E. Benhamou, E. Gobet, and M. Miri, Analytical formulas for local volatility model with stochastic rates, 2010.
URL : https://hal.archives-ouvertes.fr/hal-00425392

E. Benhamou, E. Gobet, and M. Miri, EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL, International Journal of Theoretical and Applied Finance, vol.13, issue.04, pp.603-634, 2010.
DOI : 10.1142/S0219024910005887
URL : https://hal.archives-ouvertes.fr/hal-00325939

E. Benhamou, E. Gobet, M. Miridup94-]-b, and . Dupire, Time Dependent Heston Model, EG10] P. Etore and E. Gobet. Stochastic expansion for the pricing of call options with discrete dividends, pp.289-32518, 1994.
DOI : 10.1137/090753814
URL : https://hal.archives-ouvertes.fr/hal-00370717