Scott, L.O. (1997) Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods. Mathematical Finance, 7, 413-426.
http://dx.doi.org/10.1111/1467-9965.00039

has been cited by the following article:

• TITLE: A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes

  AUTHORS: Raj Jagannathan

  KEYWORDS: Option Pricing, Black-Scholes Model, Heston’s Model, Risk-Neutral Density Functions, Linear Regression Approach, Implied Volatility Functions, Ito Formula

  JOURNAL NAME: Journal of Mathematical Finance, Vol.6 No.2, May 19, 2016

  ABSTRACT: We consider a risk-neutral stock-price model where the volatility and the return processes are assumed to be dependent. The market is complete and arbitrage-free. Using a linear regression approach, explicit functions of risk-neutral density functions of stock return functions are obtained and closed form solutions of the corresponding Black-Scholes-type option pricing results are derived. Implied volatility skewness properties are illustrated.