Venter, Pierre J., and Eben Maré. “Pricing Collateralised Options in the Presence of Counterparty Credit Risk: An Extension of the Heston–Nandi Model”. South African Statistical Journal 56, no. 1 (March 14, 2022): 37–51. Accessed April 3, 2026. https://www.journals.ac.za/index.php/sasj/article/view/5053.