Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels. - Andreas E. Kyprianou; Budhi Arta Surya (Finance Stochastics, 2007)

Optimal investment and consumption strategies for small investor using Bellman's principle of optimality. - Budhi Arta Surya; R. Aswin Rahadi; Ruben Juliarto (ICEEI, 2011)

Two-dimensional Hull-White model for stochastic volatility and its nonlinear filtering estimation. - Budhi Arta Surya (ICCS, 2011)

Maximum likelihood recursive state estimation in state-space models: A new approach based on statistical analysis of incomplete data. - Budhi Arta Surya (CoRR, 2022)

Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path. - Budhi Arta Surya (J. Multivar. Anal., 2022)

Maximum likelihood smoothing estimation in state-space models: An incomplete-information based approach. - Budhi Arta Surya (CoRR, 2023)