Publications

The references to publications of Stochastic Processes, Statistics and Financial Engineering in the research areas related to analytical finance are represented for the period beginning from 1999.

Hyperlinks indicate publications that are available in the PDF format. In particular, one can get the PDF files of the proceedings of three international schools on applied statistics, financial and actuarial mathematics. The AF Group (now part of  the Stochastic Processes, Statistics and Financial Engineering group) actively participated in organisation of nine schools, which were held in Kiev (1999), Feodosia (2000) and Västerås (2001), (and several others international schools listed below).

Editorial works