- Per Aslak Mykland, “Financial options and statistical prediction intervals”, Ann. Statist., 31, № 5, 2003
- Ales Cerny, “The Risk of Optimal, Continuously Rebalanced Hedging Strategies and It's Efficient Evaluation via Fourier Transform”, SSRN Journal, 2002
- Nikolaos Limnios, Anatoliy Swishchuk, Discrete-Time Semi-Markov Random Evolutions and Their Applications, 2023, 19
- Arnaud Debussche, Mac Jugal Nguepedja Nankep, “A Piecewise Deterministic Limit for a Multiscale Stochastic Spatial Gene Network”, Appl Math Optim, 84, № S2, 2021, 1731
- Jostein Paulsen, Bo Normann Rasmussen, “Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods”, Scandinavian Actuarial Journal, 2003, № 3, 2003, 178
- Arne LØkka, “Detection of disorder before an observable event”, Stochastics, 79, № 3-4, 2007, 219
- Yisha Xiang, David W. Coit, Qianmei Feng, 2011 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering, 2011, 148
- Kaushik Amin, Ajay Khanna, “CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS1”, Mathematical Finance, 4, № 4, 1994, 289
- Joffrey Derchu, Philippe Guillot, Thibaut Mastrolia, Mathieu Rosenbaum, “AHEAD: Ad Hoc Electronic Auction Design”, SSRN Journal, 2020
- Shuwen Lou, “Discrete approximation to Brownian motion with varying dimension in bounded domains”, Kyoto J. Math., 63, № 3, 2023