Funding, repo and credit inclusive valuation as modified option pricing. - Damiano Brigo; Cristin Buescu; Marek Rutkowski (Oper. Res. Lett., 2017)

Portfolio optimization for cointelated pairs: SDEs vs Machine learning. - Babak Mahdavi-Damghani; Konul Mustafayeva; Cristin Buescu; Stephen Roberts 001 (Algorithmic Finance, 2020)