Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options. - Leif Andersen; Mark Broadie (Manag. Sci., 2004)

Moment explosions in stochastic volatility models. - Leif Andersen; Vladimir V. Piterbarg (Finance Stochastics, 2007)

Option pricing with quadratic volatility: a revisit. - Leif Andersen (Finance Stochastics, 2011)

Feature-Specific Profiling. - Vincent St-Amour; Leif Andersen; Matthias Felleisen (CC, 2015)

Super 8 languages for making movies (functional pearl). - Leif Andersen; Stephen Chang 001; Matthias Felleisen (Proc. ACM Program. Lang., 2017)

Feature-Specific Profiling. - Leif Andersen; Vincent St-Amour; Jan Vitek; Matthias Felleisen (ACM Trans. Program. Lang. Syst., 2019)

Adding interactive visual syntax to textual code. - Leif Andersen; Michael Ballantyne; Matthias Felleisen (Proc. ACM Program. Lang., 2020)

Making Hybrid Languages: A Recipe. - Leif Andersen; Cameron Moy; Stephen Chang 001; Matthias Felleisen (CoRR, 2024)