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Esscher transform and the duality principle for multidimensional semimartingales. The Annals of Applied Probability 19 (2009), 1944–1971 (with A. Papapantoleon and A. N. Shiryaev)

Analysis of Fourier transform valuation formulas and applications. Applied Mathematical Finance 17(3) (2010), 211–240 (with K. Glau and A. Papapantoleon) (pdf) Author Posting. (c) 'Taylor & Francis', 2009. This is the author's version of the work. It is posted here by permission of 'Taylor & Francis' for personal use, not for redistribution. The definitive version was published in Applied Mathematical Finance, , January 2010. doi:10.1080/13504860903326669 (http://dx.doi.org/10.1080/13504860903326669)

Short positions, rally fears and option markets. Applied Mathematical Finance 17 (1-2) (2010), 83-98 (with D. B. Madan)

On pricing risky loans and collateralized fund obligations. The Journal of Credit Risk 5 (3) (2009), 1–18 (with H. Geman and D. B. Madan)

Hedge fund performance: sources and measures. International Journal of Theoretical and Applied Finance 12 (3) (2009), 267–282 (with D. B. Madan)

Generalized hyperbolic models. In Encyclopedia of Quantitative Finance, R. Cont (ed.), John Wiley & Sons Ltd. (2010), pp 833–836 The definitive version is available at www.wileyinterscience.com.

Maximally acceptable portfolios. In Inspired by Finance. The Musiela Festschrift, Y. Kabanov, M. Rutkowski, T. Zariphopoulou (eds.), Springer Verlag (2014), pp 257–271 (with. D. B. Madan)

Analyticity of the Wiener–Hopf factors and valuation of exotic options in Lévy models. In Advanced Mathematical Methods for Finance, G. Di Nunno and B. Øksendal (eds.), Springer (2011), pp 223–245 (with K. Glau and A. Papapantoleon)

Unbounded liabilities, capital reserve requirements and the taxpayer put option. Quantitative Finance 12 (5) (2012), 709–724 (with D. B. Madan)

On the perception of time, with F. T. Bruss, Gerontology (2009)