Splitting and matrix exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps. - Andrey Itkin (Algorithmic Finance, 2014)

Editorial. - Karel J. in 't Hout; Andrey Itkin; Cornelis W. Oosterlee; Jari Toivanen (Int. J. Comput. Math., 2015)

Efficient solution of structural default models with correlated jumps and mutual obligations. - Andrey Itkin; Alexander Lipton (Int. J. Comput. Math., 2015)

LSV models with stochastic interest rates and correlated jumps. - Andrey Itkin (Int. J. Comput. Math., 2017)

Special issue - Computational and algorithmic finance. - Karel J. in 't Hout; Andrey Itkin; Lina von Sydow; Jari Toivanen (J. Comput. Sci., 2018)

Filling the gaps smoothly. - Andrey Itkin; Alexander Lipton (J. Comput. Sci., 2018)

Pricing foreign exchange options under stochastic volatility and interest rates using an RBF-FD method. - Fazlollah Soleymani; Andrey Itkin (J. Comput. Sci., 2019)

Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery. - Andrey Itkin; Fazlollah Soleymani (J. Comput. Sci., 2021)