- M. Ispány, G. Pap, “A note on weak convergence of random step processes”, Acta Math Hung, 126, no. 4, 2010, 381
- Zhengjun Jiang, “Optimal Dividend Policy When Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching”, SSRN Journal, 2011
- Arnaud Debussche, Julien Vovelle, “Diffusion-approximation in stochastically forced kinetic equations”, Tunisian J. Math., 3, no. 1, 2021, 1
- Markus Hess, “Modeling and Pricing Precipitation Derivatives Under Weather Forecasts”, SSRN Journal, 2016
- Markus Hess, “A new approach to wind power futures pricing”, Decisions Econ Finan, 44, no. 2, 2021, 1235
- Taehan Bae, Changki Kim, “OPTIONS AND SWAPS ON MOTOR CLAIMS”, Assurances et gestion des risques, 83, no. 1-2, 2016, 45
- Kangquan Zhi, Cong Qin, “Portfolio Selection with a kth-to-default Credit-Linked Note”, SSRN Journal, 2023
- Nicholas Westray, Harry Zheng, “Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization”, Finance Stoch, 15, no. 3, 2011, 501
- Alexander Cherny, From Stochastic Calculus to Mathematical Finance, 2006, 109
- Henry Chiu, Rama Cont, “Causal functional calculus”, Trans London Maths Soc, 9, no. 1, 2022, 237