WU, Sang; XU, Chao; DONG, Yinghui. Pricing European call options with default risk under a jump-diffusion model via FFT transform. Italian Journal of Pure and Applied Mathematics, [S. l.], v. 43, p. 268–278, 2020. Disponível em: https://journals.uniurb.it/index.php/ijpam/article/view/7346. Acesso em: 6 nov. 2026.