| Publications Title | Journal Name | Year | ABDC Ranking |
|---|---|---|---|
| Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework | Applied Mathematical Finance | 2023 | B |
| Approximate maximum likelihood estimation for one-dimensional diffusions observed on a fine grid | Scandinavian Journal of Statistics | 2022 | A |
| Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination | Statistical Inference for Stochastic Processes | 2022 | C |
| Necessity of weak subordination for some strongly subordinated Lévy processes | Journal of Applied Probability | 2021 | A |
| Self-decomposability of weak variance generalised gamma convolutions | Stochastic Processes and their Applications | 2020 | A |
| Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions | Bernoulli | 2019 | A |