Pricing Levered Warrants under the CEV Diffusion Model
Carlos Glória, José Carlos Dias, Aricson Cruz
Review Of Derivatives Research, vol. 27, 2024, p. 55-84.

A Note on Options and Bubbles under the CEV Model: Implications for Pricing and Hedging
José Carlos Dias, João Pedro Vidal Nunes, Aricson Cruz
Review Of Derivatives Research, vol. 23, 2020, p. 249-272.

Valuing American-Style Options under the CEV Model: An Integral Representation Based Method
Aricson Cruz, José Carlos Dias
Review Of Derivatives Research, vol. 23, 2020, p. 63-83.

The Binomial CEV Model and the Greeks
Aricson Cruz, José Carlos Dias
Journal of Futures Markets, vol. 37, 2017, p. 90-104.