AIDA: Analytic isolation and distance-based anomaly detection algorithm. - Luis Antonio Souto Arias; Cornelis W. Oosterlee; Pasquale Cirillo (Pattern Recognit., 2023)

The Heston-Queue-Hawkes process: A new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions. - Luis Antonio Souto Arias; Pasquale Cirillo; Cornelis W. Oosterlee (J. Comput. Appl. Math., 2025)