The pricing of options for securities markets with delayed response. - Yuriy Kazmerchuk; Anatoliy Swishchuk; Jianhong Wu (Math. Comput. Simul., 2007)

A Semi-Markovian Modeling of Limit Order Markets. - Anatoliy Swishchuk; Nelson Vadori (SIAM J. Financial Math., 2017)

The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options. - Hua Li; Antony Ware; Lan Di; George Yuan; Anatoliy Swishchuk; Steven Yuan (Fuzzy Sets Syst., 2018)