M. Broadie and O. Kaya, Exact Simulation of Stochastic Volatility and other Affine Jump Diffusion Processes Operations Research, pp.217-231, 2006.

P. Carmona, Généralisations de la loi de l'arc sinus et entrelacements de processus de Markov, 1994.

G. Deelstra, Long-term returns in stochastic interest rate models, 1995.

G. Deelstra and F. Delbaen, Long-term returns in stochastic interest rate models, Insurance: Mathematics and Economics, vol.17, issue.2, pp.163-169, 1995.
DOI : 10.1016/0167-6687(95)00018-N
URL : https://dipot.ulb.ac.be/dspace/bitstream/2013/7578/1/gd-0003.pdf

G. Deelstra and F. Delbaen, Long-term returns in stochastic interest rate models: convergence in law, Stochastics An International Journal of Probability and Stochastic Processes, vol.55, issue.3, pp.253-2477, 1995.
DOI : 10.1080/17442509508834028

F. Delbean and H. Shirakawa, Squared Bessel processes and their applications to the square root interest rate model, Asia Pacific Financial Markets, vol.9, pp.169-190, 2002.

G. Faraud, Estimates on the Speedup and Slowdown for??a??Diffusion in??a??Drifted Brownian Potential, Journal of Theoretical Probability, vol.29, issue.1, pp.24-25, 2009.
DOI : 10.1007/s10959-009-0251-5
URL : https://hal.archives-ouvertes.fr/hal-00600242

A. Going-jaeschke and M. Yor, A survey and some generalizations of Bessel processes, Bernoulli, vol.9, issue.2, pp.313-349, 2003.
DOI : 10.3150/bj/1068128980
URL : https://hal.archives-ouvertes.fr/hal-00103958

S. Goutte and A. Ngoupeyou, Conditional Laplace formula in regime switching model: Application to defaultable bond, 2011.

J. Pitman and M. Yor, A decomposition of Bessel bridges, Zeitschrift fur Wahrscheinlichkeitstheorie und verwandte Gebiete, pp.425-457, 1982.

M. S. Ridoux, Generating random numbers from a distribution specified by its Laplace transform, Stat. Comput, vol.19, pp.439-450, 2009.

T. Shiga and S. Watanabe, Bessel diffusions as a one-parameter family of diffusion processes, Zeitschrift fur Wahrscheinlichkeitstheorie und verwandte Gebiete, pp.37-46, 1973.

H. Shirakawa, Squared Bessel Processes and Their Applications to the Square Root Interest Rate Model, Asia-Pacific Financial Markets, vol.9, issue.3/4, pp.169-190, 2002.
DOI : 10.1023/A:1024173313448

M. Yor, On some exponential functionals of Brownian motion, Advances in Applied Probability, vol.28, issue.03, pp.509-531, 1992.
DOI : 10.2307/3214805

N. I. Watanabe and S. , A comparison theorem for solutions of stochastic differential equations and its applications, Osaka J. Math, vol.14, pp.619-633, 1977.

S. Watanabe, On time inversion of one-dimensional diffusion processes, Probab. Theory and Related Fields, pp.115-124, 1975.