@article{anto,
  title={Exchange option pricing under stochastic volatility: a correlation expansion},
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  journal={Review of Derivatives Research},
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  number={1},
  pages={45--73},
  year={2010},
  publisher={Springer}
}
@inproceedings{aziz1,
  title={Comparing entropies in portfolio diversification with fuzzy value at risk and higher-order moment},
  author={Pourrafiee, Mahdi and Nafei, AmirHossein and Banihashemi, Shokoufe and Pourmohammad Azizi, S},
  journal={Fuzzy Information and Engineering},
  volume={12},
  number={1},
  pages={123--138},
  year={2020},
  publisher={Taylor \& Francis}
}

@article{chea,
  title={Exchange options under jump-diffusion dynamics},
  author={Cheang, Gerald HL and Chiarella, Carl},
  journal={Applied Mathematical Finance},
  volume={18},
  number={3},
  pages={245--276},
  year={2011},
  publisher={Taylor \& Francis}
}
@article{conz,
  title={Path dependent options: The case of lookback options},
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@article{dai,
  title={Quanto lookback options},
  author={Dai, Min and Wong, Hoi Ying and Kwok, Yue Kuen},
  journal={Mathematical finance: an international journal of mathematics, statistics and financial economics},
  volume={14},
  number={3},
  pages={445--467},
  year={2004},
  publisher={Wiley Online Library}
}
@article{fass,
  title={Using meshfree approximation for multi-asset American options},
  author={Fasshauer, Gregory Eric and Khaliq, Abdul Qayyum Masud and Voss, David Albert},
  journal={Journal of the Chinese Institute of Engineers},
  volume={27},
  number={4},
  pages={563--571},
  year={2004},
  publisher={Taylor \& Francis}
}
@article{el,
  title={Changes of numeraire, changes of probability measure and option pricing},
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  journal={Journal of Applied Probability},
  volume={32},
  number={2},
  pages={443--458},
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@article{gold,
  title={Path dependent options:" Buy at the low, sell at the high"},
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  journal={The Journal of Finance},
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  number={5},
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@article{he,
  title={Double lookbacks},
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  journal={Mathematical Finance},
  volume={8},
  number={3},
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@article{jeon,
  title={A closed-form solution for lookback options using Mellin transform approach},
  author={Jeon, Junkee and Yoon, Ji-Hun},
  journal={East Asian mathematical journal},
  volume={32},
  number={3},
  pages={301--310},
  year={2016},
  publisher={The Youngnam Mathematical Society Korea}
}

@article{kim1,
  title={Closed-form pricing formula for exchange option with credit risk},
  author={Kim, Geonwoo and Koo, Eunho},
  journal={Chaos, Solitons \& Fractals},
  volume={91},
  pages={221--227},
  year={2016},
  publisher={Elsevier}
}
@article{marg,
  title={The value of an option to exchange one asset for another},
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  journal={The journal of finance},
  volume={33},
  number={1},
  pages={177--186},
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  publisher={JSTOR}
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@article{safa,
  title={New splitting scheme for pricing American options under the Heston model},
  author={Safaei, Maryam and Neisy, Abodolsadeh and Nematollahi, Nader},
  journal={Computational Economics},
  volume={52},
  number={2},
  pages={405--420},
  year={2018},
  publisher={Springer}
}
@phdthesis{umeo,
  title={Pricing barrier and lookback options using finite difference numerical methods},
  author={Umeorah, Nneka Ozioma and others},
  year={2017},
  school={North-West University (South Africa), Potchefstroom Campus}
}
@article{wang,
  title={Pricing power exchange options with correlated jump risk},
  author={Wang, Xingchun},
  journal={Finance Research Letters},
  volume={19},
  pages={90--97},
  year={2016},
  publisher={Elsevier}
}



@article{fagh,
  title={Bitcoin volatility forecasting: An artificial differential equation neural network},
  author={Azizi, S Pourmohammad and Huang, Chien Yi and Chen, Ti An and Chen, Shu Chuan and Nafei, Amirhossein},
  journal={AIMS Mathematics},
  volume={8},
  number={6},
  pages={13907--13922},
  year={2023},
  publisher={AIMS Press}
}






@article{fagh2,
  title={Inverse Problem Approach to Machine Learning with Application in the Option Price Correction},
  author={Pourmohammad Azizi, S and Jafari, Hossein and Faghan, Yaser and Neisy, Abdolsadeh},
  journal={Optical Memory and Neural Networks},
  volume={31},
  number={1},
  pages={46--58},
  year={2022},
  publisher={Springer}
}













































