Integro-differential equations for option prices in exponential Lévy models. - Rama Cont; Ekaterina Voltchkova (Finance Stochastics, 2005)

A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models. - Rama Cont; Ekaterina Voltchkova (SIAM J. Numer. Anal., 2005)

Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem. - Rama Cont; Peter Tankov (SIAM J. Control. Optim., 2006)

A Stochastic Model for Order Book Dynamics. - Rama Cont; Sasha Stoikov; Rishi Talreja (Oper. Res., 2010)

Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration. - Rama Cont; Romain Deguest; Yu Hang Kan (SIAM J. Financial Math., 2010)

Dynamic Hedging of Portfolio Credit Derivatives. - Rama Cont; Yu Hang Kan (SIAM J. Financial Math., 2011)

A Reduced Basis for Option Pricing. - Rama Cont; Nicolas Lantos; Olivier Pironneau (SIAM J. Financial Math., 2011)

Statistical Modeling of High-Frequency Financial Data. - Rama Cont (IEEE Signal Process. Mag., 2011)

Improving the Visibility of Financial Applications Among Signal Processing Researchers[From the Guest Editors]. - Ilya Pollak; Marco Avellaneda; Emmanuel Bacry; Rama Cont; Sanjeev R. Kulkarni (IEEE Signal Process. Mag., 2011)

Price Dynamics in a Markovian Limit Order Market. - Rama Cont; Adrien de Larrard (SIAM J. Financial Math., 2013)

Customisable pipelined engine for intensity evaluation in multivariate hawkes point processes. - Ce Guo; Wayne Luk; Ekaterina Vinkovskaya; Rama Cont (SIGARCH Comput. Archit. News, 2013)

Optimal rounding under integer constraints. - Rama Cont; Massoud Heidari (CoRR, 2015)

Forward equations for option prices in semimartingale models. - Amel Bentata; Rama Cont (Finance Stochastics, 2015)

Credit default swaps and systemic risk. - Rama Cont; Andreea Minca (Ann. Oper. Res., 2016)

Preface to the Special Issue on Systemic Risk: Models and Mechanisms. - Rama Cont; Darrell Duffie; Paul Glasserman; Chris Rogers; Fernando Vega-Redondo (Oper. Res., 2016)

Interactions of market making algorithms: a study on perceived collusion. - Wei Xiong; Rama Cont (ICAIF, 2021)

Scaling Properties of Deep Residual Networks. - Alain-Sam Cohen; Rama Cont; Alain Rossier; Renyuan Xu (ICML, 2021)

A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics. - Rama Cont; Marvin S. Müller (SIAM J. Financial Math., 2021)

Dynamic Calibration of Order Flow Models with Generative Adversarial Networks. - Felix Prenzel; Rama Cont; Mihai Cucuringu; Jonathan Kochems (ICAIF, 2022)

Convergence and Implicit Regularization Properties of Gradient Descent for Deep Residual Networks. - Rama Cont; Alain Rossier; Renyuan Xu (CoRR, 2022)

Asymptotic Analysis of Deep Residual Networks. - Rama Cont; Alain Rossier; Renyuan Xu (CoRR, 2022)

Model-Free Analysis of Dynamic Trading Strategies. - Anna Ananova; Rama Cont; Renyuan Xu (SIAM J. Financial Math., 2025)

A Mathematical Framework for Modeling Order Book Dynamics. - Rama Cont; Pierre Degond; Lifan Xuan (SIAM J. Financial Math., 2025)