- Changepoint Detection by the Quantile LASSO Method2019 | Faculty of Mathematics and Physics
- Quantile LASSO with changepoints in panel data models applied to option pricing2020 | Faculty of Mathematics and Physics
- Quantile LASSO in arbitrage-free option markets2020 | Faculty of Mathematics and Physics
- Implied Volatility Surface Estimation via Quantile Regularization2020 | Faculty of Mathematics and Physics