- Anatoliy Swishchuk, Raimondo Manca, G. Rega, “Modeling and Pricing of Variance and Volatility Swaps for Local Semi‐Markov Volatilities in Financial Engineering”, Mathematical Problems in Engineering, 2010, № 1, 2010, 537571
![https://doi.org/10.1155/2010/537571 crossref](/refsvg/svg/crossref.svg)
- N. Josephy, L. Kimball, V. Steblovskaya, Nikolai Leonenko, “A Time‐Series Approach to Non‐Self‐Financing Hedging in a Discrete‐Time Incomplete Market”, International Journal of Stochastic Analysis, 2008, № 1, 2008, 275217
![https://doi.org/10.1155/2008/275217 crossref](/refsvg/svg/crossref.svg)
- Édgar Roldán, Izaak Neri, Raphael Chetrite, Shamik Gupta, Simone Pigolotti, Frank Jülicher, Ken Sekimoto, “Martingales for physicists: a treatise on stochastic thermodynamics and beyond”, Advances in Physics, 72, № 1-2, 2023, 1
![https://doi.org/10.1080/00018732.2024.2317494 crossref](/refsvg/svg/crossref.svg)
- Victor Olkhov, “Volatility Depends on Market Trades and Macro Theory”, SSRN Journal, 2020
![https://doi.org/10.2139/ssrn.3674432 crossref](/refsvg/svg/crossref.svg)