- Aleksey S. Polunchenko, Grigory Sokolov, “An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion”, Methodol Comput Appl Probab, 18, no. 4, 2016, 1153
- Sergei A. Melnyk, Anna A. Kharkhota, “Differential Representation of a Samuelson Model with a Telegraph Drift”, Tatra Mountains Mathematical Publications, 69, no. 1, 2017, 45
- Ole E. Barndorff-Nielsen, Neil Shephard, “Variation, Jumps, Market Frictions and High Frequency Data in Financial Econometrics”, SSRN Journal, 2005
- Salvador Ortiz-Latorre, 6, Extended Abstracts Summer 2015, 2017, 133
- M. Jeanblanc, N. Privault, Seminar on Stochastic Analysis, Random Fields and Applications III, 2002, 189
- F. E. Benth, L. Vos, “Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets”, Advances in Applied Probability, 45, no. 2, 2013, 572
- Ryszard Szupiluk, “System uczenia głębokiego dla eliminacji szumów z wykorzystaniem dywergencji alpha”, QME, 24, no. 4, 2024, 242
- Jiaojiao Zhang, Xiuchun Bi, Rong Li, Shuguang Zhang, “Pricing credit derivatives under fractional stochastic interest rate models with jumps”, J Syst Sci Complex, 30, no. 3, 2017, 645
- Johannes Leitner, Mathematical Finance, 2001, 250
- Charles-Albert Lehalle, Handbook on Systemic Risk, 2013, 549