Here is the list of quantitative finance related papers that I have authored or coauthored.

- A Note on Risk Neutral Pricing in Incomplete Markets
- Beyond Black-Scholes Option Theory
- Derivatives Pricing and Trading in Incomplete Markets: A Tutorial on Concepts
- A Simple Jump to Default Model
- Bankruptcy in Long-term Investments
- Drift-Independent Volatility Estimation Based on High, Low, Open and Close Prices

Slides for my talk are here.