Anatoliy Swishchuk
Change of Time Methods in Quantitative Finance
Discrete-Time Semi-Markov Random Evolutions and Their Applications
Inhomogeneous Random Evolutions and Their Applications
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities
Random Dynamical Systems in Finance
Random Motions in Markov and Semi-Markov Random Environments 1
Random Motions in Markov and Semi-Markov Random Environments 2
Stochastic Modelling of Big Data in Finance