- Elyes Jouini, “Convergence of the Equilibrium Prices in a Family of Financial Models”, SSRN Journal, 2001
- Junha Lee, Dae-Kyoo Kim, Suntae Kim, Sooyong Park, “Decomposing class responsibilities using distance-based method similarity”, Front. Comput. Sci., 10, № 4, 2016, 612
- Mahdieh Aminian Shahrokhabadi, Alexander Melnikov, Andrey Pak, “The Duality Principle for Multidimensional Optional Semimartingales”, JRFM, 17, № 2, 2024, 43
- Linda Vos, Fred Espen Benth, “A Multivariate Non-Gaussian Stochastic Volatility Model with Leverage for Energy Markets”, SSRN Journal, 2009
- N. Besdziek, “Strong approximations of semimartingales by processes with independent increments”, Probab. Th. Rel. Fields, 87, № 4, 1991, 489
- Liuren Wu, “Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns”, SSRN Journal, 2004
- Andrey Itkin, 12, Pricing Derivatives Under Lévy Models, 2017, 85
- G. Kallianpur, J. Xiong, 176, Stochastic Partial Differential Equations and Their Applications, 1992, 135
- Harald Luschgy, “Local asymptotic mixed normality for semimartingale experiments”, Probab. Th. Rel. Fields, 92, № 2, 1992, 151
- R.J. Elliott, L. Aggoun, Proceedings of 27th Asilomar Conference on Signals, Systems and Computers, 1993, 682