1. Airault, H. and Malliavin, P. (2004), “Backward regularity for some infinite dimensional hypoelliptical semi‐groups”, in Kunita, H., Watanabe, S. and Takahashi, Y. (Eds),Stochastic Analysis and Related Topics; in Honor of Kiyosi Itô, Advanced Studies in Pure Mathematics, Springer‐Verlag, Berlin, Heidelberg, Vol. 41, pp. 1‐11.
2. The pricing of commodity contracts
3. The Pricing of Options and Corporate Liabilities
4. Quantifying the impact of farmer mac prepayment penalties
5. Comments on the life and mathematical legacy of Wolfgang Doeblin