К. П. Хорев, “Моделирование некоторых задач финансовой математики: оценка спрэд-опциона”, Ж. вычисл. матем. и матем. физ., 47:4 (2007), 626–637 ; K. P. Khorev, “Modeling of certain problems in financial mathematics: Spread option pricing”, Comput. Math. Math. Phys., 47:4 (2007), 601–611
Р. В. Иванов, “О расчетах опционов американского типа в модели с дефолтом”, Автомат. и телемех., 2007, № 3, 154–164 ; R. V. Ivanov, “Calculating the American options in the default model”, Autom. Remote Control, 68:3 (2007), 513–522
Yan Dolinsky, Yuri Kifer, “Hedging with risk for game options in discrete time”, Stochastics, 79:1-2 (2007), 169
Mou-Hsiung Chang, Roger K. Youree, “Infinite-Dimensional Black-Scholes Equation with Hereditary Structure”, Appl Math Optim, 56:3 (2007), 395
Jianming Xia, Xun Yu Zhou, “STOCK LOANS”, Mathematical Finance, 17:2 (2007), 307
Christoph Kühn, Andreas E. Kyprianou, “CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS”, Mathematical Finance, 17:4 (2007), 487
Pavel V. Gapeev, “Perpetual barrier options in jump-diffusion models”, Stochastics, 79:1-2 (2007), 139
Fajardo J., Mordecki E., “Symmetry and duality in Levy markets”, Quantitative Finance, 6:3 (2006), 219–227
Pavel V. Gapeev, Markus Reiß, “An optimal stopping problem in a diffusion-type model with delay”, Statistics & Probability Letters, 76:6 (2006), 601
Duistermaat J.J., Kyprianou A.E., van Schaik K., “Finite expiry Russian options”, Stochastic Processes and Their Applications, 115:4 (2005), 609–638