VIX Pricing in the rBergomi Model under a Regime Switching Change of Measure
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Quantitative Finance, vol. 23, 2023, p. 721-738.

Implied Risk Neutral Densities from Option Prices: Hypergeometric, Spline, Lognormal, and Edgeworth Functions
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Journal of Futures Markets, vol. 35, 2015, p. 655-678.