The beta-Meixner model. - Albert Ferreiro-Castilla; Wim Schoutens (J. Comput. Appl. Math., 2012)

Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals. - Albert Ferreiro-Castilla; Kees van Schaik (J. Appl. Probab., 2015)

An Euler-Poisson scheme for Lévy driven stochastic differential equations. - Albert Ferreiro-Castilla; Andreas E. Kyprianou; Robert Scheichl (J. Appl. Probab., 2016)