Simulation of a simple particle system interacting through hitting times by Kaushansky, V, Reisinger, C

Transition probability of Brownian motion in the octant and its application to default modelling by Kaushansky, V, Lipton, A, Reisinger, C

Numerical analysis of an extended structural default model with mutual liabilities and jump risk by Kaushansky, V, Lipton, A, Reisinger, C

Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary by Lipton, A, Kaushansky, V, Reisinger, C

Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem by Song, ZQ, Reisinger, C, Kaushansky, V, Shkolnikov, M