- Nacira Agram, Bernt Øksendal, Jan Rems, “Deep learning for quadratic hedging in incomplete jump market”, Digit Finance, 2024
- Kjetil Røysland, Pål C. Ryalen, Mari Nygård, Vanessa Didelez, “Graphical criteria for the identification of marginal causal effects in continuous-time survival and event-history analyses”, Journal of the Royal Statistical Society Series B: Statistical Methodology, 2024, qkae056
- Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, “Modelling Electricity Futures by Ambit Fields”, Adv. Appl. Probab., 46, № 03, 2014, 719
- “Option Pricing Under New Classes of Jump-Diffusion Processes”, 2023
- Alexander Alexandrovich Gushchin, “Равномерная интегрируемость неотрицательных супермартингалов через замену времени в геометрическом броуновском движении”, Теория вероятностей и ее применения, 69, № 4, 2024, 780