| - "Arbitrage Theory in Continuous Time." Oxford University Press, (1998). Second Revised Edition (2004). Japanese translation published 2006. Russian translation published 2008.
- "Term Structure Models with parallel and Proportional Shifts" (with B.A. Jensen and F. Armerin). Applied Mathematical Finance, Vol. 14, 243-260, (2007).
- "Topics in Interest Rate Theory". In Handbook of Operations Research. Vol 15: Financial Engineering (ed. V. Linetsky et al), Elsevier. (2007).
- "On the Timing Option in a Futures Contract", (with F. Biagini). Mathematical Finance, Vol. 17, 267-283. (2007). |
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