Y. Samuelides

Forward and Markov approximation: the strong-intensity-fluctuations regime revisited

George Papanicolaou, Jean-Pierre Fouque, G. Papanicolaou, 1998 .

A tractable market model with jumps for pricing short-term interest rate derivatives

Y. Samuelides, Y. Samuelides, E. Nahum, 2001 .

Velocity shift using the Rytov approximation

Y. Samuelides, 1998 .