The logistic-normal integral and its generalizations. - Dan Pirjol (J. Comput. Appl. Math., 2013)

Addendum: The logistic-normal integral and its generalizations. - Dan Pirjol (J. Comput. Appl. Math., 2014)

Short Maturity Asian Options in Local Volatility Models. - Dan Pirjol; Lingjiong Zhu (SIAM J. Financial Math., 2016)

Small-noise limit of the quasi-Gaussian log-normal HJM model. - Dan Pirjol; Lingjiong Zhu (Oper. Res. Lett., 2017)

Explosion in the quasi-Gaussian HJM model. - Dan Pirjol; Lingjiong Zhu (Finance Stochastics, 2018)

Asymptotic expansion for the Hartman-Watson distribution. - Dan Pirjol (CoRR, 2020)

On the distribution of the time-integral of the geometric Brownian motion. - Péter Nándori; Dan Pirjol (J. Comput. Appl. Math., 2022)

Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion. - Dan Pirjol; Lingjiong Zhu (Oper. Res. Lett., 2023)

VIX options in the SABR model. - Dan Pirjol; Lingjiong Zhu (Oper. Res. Lett., 2025)

Asian Options for Local-Stochastic Volatility Models in the Short-Maturity Regime. - Dan Pirjol; Lingjiong Zhu (SIAM J. Financial Math., 2025)