- Dynamics of state price densities2009 | Faculty of Mathematics and Physics
- Dynamics of state price densities, KPMS Preprint 46 +1Publication without faculty affiliation
- Dynamics of state price densities, Discussion Paper 2005-021 +1Publication without faculty affiliation
- State price density estimation for options with dividend yields2018 | Faculty of Mathematics and Physics
- Implied volatility and state price density estimation: arbitrage analysis2017 | Faculty of Mathematics and Physics
- Implied volatility smoothing at COVID-19 times2023 | Faculty of Mathematics and Physics
- Functional principal components of estimated SPDs2006 | Faculty of Mathematics and Physics