- Anatoliy Swishchuk, Change of Time Methods in Quantitative Finance, 2016, 107
- Dilip B. Madan, “Pricing Options on Mean Reverting Underliers”, SSRN Journal, 2016
- Boris Buchmann, Kevin W. Lu, Dilip B. Madan, “Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions”, Bernoulli, 25, № 1, 2019
- Dilip B. Madan, Wim Schoutens, “Conic Asset Pricing and the Costs of Price Fluctuations”, SSRN Journal, 2017
- Ole E. Barndorff-Nielsen, “Stationary infinitely divisible processes”, Braz. J. Probab. Stat., 25, № 3, 2011
- Dilip B. Madan, King Wang, “Implied price processes anchored in statistical realizations”, FMF, 1, № 3, 2022, 321
- Ilya Molchanov, Michael Schmutz, Inspired by Finance, 2014, 439
- N. E. Kordzakhia, A. A. Novikov, A. N. Shiryaev, “The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues”, Theory Probab. Appl., 68, № 3, 2023, 457
- Beatrice Acciaio, Irina Penner, “Characterization of max-continuous local martingales vanishing at infinity”, Electron. Commun. Probab., 21, № none, 2016
- Farouk Mselmi, “Generalized linear model for subordinated Lévy processes”, Scandinavian J Statistics, 49, № 2, 2022, 772