Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models. - Aleksandar Mijatovic; Mikhail Urusov (Finance Stochastics, 2012)

Stratified regression-based variance reduction approach for weak approximation schemes. - Denis Belomestny; Stefan Häfner; Mikhail Urusov (Math. Comput. Simul., 2018)

Regression-Based Complexity Reduction of the Nested Monte Carlo Methods. - Denis Belomestny; Stefan Häfner; Mikhail Urusov (SIAM J. Financial Math., 2018)

Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters. - Julia Ackermann; Thomas Kruse; Mikhail Urusov (SIAM J. Financial Math., 2021)

Self-exciting price impact via negative resilience in stochastic order books. - Julia Ackermann; Thomas Kruse; Mikhail Urusov (Ann. Oper. Res., 2024)