Strategic Long-Term Financial Risks: Single Risk Factors. - Paul Embrechts; Roger Kaufmann; Pierre Patie (Comput. Optim. Appl., 2005)

A Wiener-Hopf type factorization for the exponential functional of Lévy processes. - J. C. Pardo; Pierre Patie; Mladen Savov (J. Lond. Math. Soc., 2012)

Asian Options Under One-Sided Lévy Models. - Pierre Patie (J. Appl. Probab., 2013)

Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations. - M. Chazal; Ronnie Loeffen; Pierre Patie (SIAM J. Financial Math., 2018)

Analysis of non-reversible Markov chains via similarity orbits. - Michael C. H. Choi; Pierre Patie (Comb. Probab. Comput., 2020)

Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis. - Giuseppe D'Onofrio; Pierre Patie; Laura Sacerdote (SIAM J. Appl. Math., 2024)

Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration. - Ronnie Loeffen; Pierre Patie; Jian Wang (Math. Oper. Res., 2025)