Other models such as Hull–White and Cox–Ingersoll–Ross have successfully used the same approach in the classical setting with interest rate derivatives. Andrei Khrennikov builds on the work of Haven and others and further bolsters the idea that the market efficiency assumption made by the Black–Scholes–Merton equation may not be appropriate. To support this idea, Khrennikov builds on a framework of contextual probabilities using agents as a way of overcoming criticism of applying quantum theory to finance. Luigi Accardi and Andreas Boukas again quantize the Black–Scholes–Merton equation, but in this case, they also consider the underlying stock to have both Brownian and Poisson processes.