- Raoul P.P.P. Grasman, Eric-Jan Wagenmakers, “Rescue the Gardiner book!”, Journal of Mathematical Psychology, 50, № 4, 2006, 431
- Mack L. Galloway, Craig A. Nolder, “Subordination, Self-Similarity, and Option Pricing”, Journal of Applied Mathematics and Decision Sciences, 2008, 2008, 1
- Vitor H. Carvalho, Raquel M. Gaspar, “Relativistic Option Pricing”, IJFS, 9, № 2, 2021, 32
- Ming-Heng Zhang, Qian-Sheng Cheng, “Gaussian mixture modelling to detect random walks in capital markets”, Mathematical and Computer Modelling, 38, № 5-6, 2003, 503
- Archil Gulisashvili, Analytically Tractable Stochastic Stock Price Models, 2012, 1
- Shi-Zhao Zhu, Xin-Li Li, Sen Nie, Wen-Qing Zhang, Gao-Feng Yu, Xiao-Pu Han, Bing-Hong Wang, “Cross-correlation matrix analysis of Chinese and American bank stocks in subprime crisis”, Chinese Phys. B, 24, № 5, 2015, 058903
- Chunhui Xu, Takayuki Shiina, 14, Risk Management in Finance and Logistics, 2018, 59
- Jaehyuk Choi, Minsuk Kwak, Chyng Wen Tee, Yumeng Wang, “A Black–Scholes user's guide to the Bachelier model”, Journal of Futures Markets, 42, № 5, 2022, 959
- Vyacheslav I. Yukalov, “Selected Topics of Social Physics: Nonequilibrium Systems”, Physics, 5, № 3, 2023, 704
- 1816, Lectures on Probability Theory and Statistics, 2003, 173