Articles in Scholarly Journals [Incomplete List]

1. Probing Option Prices for Information
   Methodology and Computing in Applied Probability, vol. 9, no. 1, pp. 115–131, 2007
2. Seasonal and stochastic effects in commodity forward curves
   Review of Derivatives Research, vol. 9, no. 2, pp. 167–186, 2007
3. SELF-DECOMPOSABILITY AND OPTION PRICING
   Mathematical Finance, vol. 17, no. 1, pp. 31–57, 2007
4. Understanding the Fine Structure of Electricity Prices
   The Journal of Business, vol. 79, no. 3, pp. 1225–1261, 2006
5. Pricing options on realized variance
   Finance and Stochastics, vol. 9, no. 4, pp. 453–475, 2005
6. From measure changes to time changes in asset pricing
   Journal of Banking & Finance, vol. 29, no. 11, pp. 2701–2722, 2005
7. Soybean Inventory and Forward Curve Dynamics
   Management Science, vol. 51, no. 7, pp. 1076–1091, 2005
8. From local volatility to local Lévy models
   Quantitative Finance, vol. 4, no. 5, pp. 581–588, 2004
9. Stochastic Volatility for Levy Processes
   Mathematical Finance, vol. 13, no. 3, pp. 345–382, 2003
10. The Fine Structure of Asset Returns: An Empirical Investigation
    The Journal of Business, vol. 75, no. 2, pp. 305–332, 2002
11. Pure jump Lévy processes for asset price modelling
    Journal of Banking & Finance, vol. 26, no. 7, pp. 1297–1316, 2002
12. Stochastic volatility, jumps and hidden time changes
    Finance and Stochastics, vol. 6, no. 1, pp. 63–90, 2002
13. Pricing and hedging in incomplete markets
    Journal of Financial Economics, vol. 62, no. 1, pp. 131–167, 2001
14. Computational Economics, vol. 17, no. 1, pp. 81–92, 2001
15. Time Changes for Levy Processes
    Mathematical Finance, vol. 11, no. 1, pp. 79–96, 2001
16. Order Flow, Transaction Clock, and Normality of Asset Returns
    The Journal of Finance, vol. 55, no. 5, pp. 2259–2284, 2000
17. On the role of state variables in interest rates models
    Applied Stochastic Models in Business and Industry, vol. 16, no. 3, pp. 197–217, 2000
18. Stochastic time changes in catastrophe option pricing
    Insurance: Mathematics and Economics, vol. 21, no. 3, pp. 185–193, 1997
19. Computational Economics, vol. 10, no. 2, pp. 119–138, 1997
20. PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH
    Mathematical Finance, vol. 6, no. 4, pp. 365–378, 1996
21. The French Notional futures contract in risk/return management
    International Review of Financial Analysis, vol. 2, no. 1, pp. 17–31, 1993