D. Lemmens

Pricing bounds for discrete arithmetic Asian options under Lévy models

A. D. Schepper, D. Lemmens, L. Liang, 2010 .

Path integral approach to Asian options in the Black-Scholes model

Jeroen P. A. Devreese, D. Lemmens, J. Tempere, 2009, 0906.4456.

Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model

D. Lemmens, L. Liang, J. Tempere, 2010, 1011.1175.