- Roman V. Ivanov, “The Analytical Formula for the Distribution Function of the Variance Gamma Process and its Application to Option Pricing”, SSRN Journal, 2012

- Andrey V. Borisov, 2007 Siberian Conference on Control and Communications, 2007, 113

- Nicola Secomandi, Bo Yang, “Quadratic Hedging of Futures Term Structure Risk in Merchant Energy Trading Operations”, SSRN Journal, 2021

- K. Borovkov, A. Novikov, “On a new approach to calculating expectations for option pricing”, Journal of Applied Probability, 39, № 4, 2002, 889

- Kristoffer Glover, Goran Peskir, Farman Samee, “The British Asian Option”, Sequential Analysis, 29, № 3, 2010, 311

- Offer Lieberman, Roy Rosemarin, Judith Rousseau, “ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES”, Econom. Theory, 28, № 2, 2012, 457

- Dimitrinka I. Vladeva, 1690, 2015, 020007

- Silke Prohl, “Libor Market Models”, SSRN Journal, 2012

- Jean-Luc Prigent, “Option Pricing with a General Marked Point Process”, Mathematics of OR, 26, № 1, 2001, 50

- Random Evolutionary Systems, 2021, 279
