"Existence of Independent Random Matching" (with Yeneng Sun), Annals of Applied Probability 2007, Volume 17: 386-419.
"The Exact Law of Large Numbers for Independent Random Matching" (with Yeneng Sun), Journal of Economic Theory 2012, Volume 147: 1105-1139.
"Affine Processes and Applications in Finance'' (with Damir Filipovic and Walter Schachermayer), Annals of Applied Probability 2003, Volume 13: 984-1053.
"Transform Analysis and Asset Pricing for Affine Jump Diffusions" (with Jun Pan and Kenneth Singleton), Econometrica 2000, Volume 68: 1343-1376.
"Simulating Correlated Defaults" (with Kenneth Singleton), Graduate School of Business, Stanford University, September, 1998.
"Efficient Monte Carlo Estimation of Security Prices" (with Peter Glynn), Annals of Applied Probability 1995, Volume 5: 897-905.
"Simulated Moments Estimation of Markov Models of Asset Prices" (with Ken Singleton), Econometrica 1993, Volume 61: 929-952, reprinted in Financial Econometrics, edited by Andrew Lo (Camberly, U.K.: Edward Elgar).
"From Discrete to Continuous Time Finance: Weak Convergence of the Financial Gain Process" (with Philip Protter), Mathematical Finance 1992, Volume 2: pp. 1-16.
"Predictable Representation of Martingale Spaces and Changes of Probability Measure,'' Séminaires de Probabilité XIX 1985, edited by J. Azéma and M. Yor, Lecture Notes in Mathematics Number 1123, Springer-Verlag: Berin, pp. 278-285.
"Price Operators: Extensions, Potentials, and the Markov Valuation of Securities,'' Research Paper No. 813, Graduate School of Business, Stanford University, July, 1985.