1. Abramowicz, K., & Seleznjev, O. (2008). On the error of the Monte Carlo pricing method. Journal of Numerical Applied Mathematics, 96, 1–10.
2. Abramowicz, K., & Seleznjev, O. (2011). Spline approximation of a random process with singularity. Journal of Statistical Planning and Inference, 141, 1333–1342.
3. Ayache, A. (2001). Du mouvement Brownien fractionnaire au mouvement Brownien multifractionnaire. Technique et Science Informatiques, 20, 1133–1152.
4. Ayache, A., & Bertrand, P. R. (2010). A process very similar to multifractional Brownian motion. Recent developments in fractals and related fields (pp. 311–326). Boston: Birkhäuser.
5. Ayache, A., Cohen, S., & Lévy Véhel, J. (2000). The covariance structure of multifractional Brownian motion. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, (vol. 6, pp. 3810–3813).