VENTER, P. J.; MARÉ, E. Pricing collateralised options in the presence of counterparty credit risk: An extension of the Heston–Nandi model. South African Statistical Journal, [S. l.], v. 56, n. 1, p. 37–51, 2022. DOI: 10.37920/sasj.2022.56.1.3. Disponível em: https://www.journals.ac.za/index.php/sasj/article/view/5053. Acesso em: 3 apr. 2026.