Concentrated Production and Conditional Heavy Tails in Commodity Returns
The Journal of Futures Markets, vol 36 (1), pp 46-65. (2016)

Optimal Trading and Shipping of Agricultural Commodities
(with Ramiro Moyano, Nicolas Stier-Moses and Pablo Watfi)
Journal of the Operational Research Society, vol 67, pp 114–126. (2016)

Globally Distributed Production and the Pricing of CME Commodity Futures 
The Journal of Futures Markets, Vol, No. 1, 1-30 (2015)

Efficient Monte Carlo for Discrete Variance Contracts, (with Leonardo Vicchi)
Journal of Computational Finance 18(3), 1–25  (2015)

Swap Rate Variance Swaps, Quantitative Finance, Vol 12 (2), pp 249-261, February 2012. 

Libor Volatility Derivatives, in Modelling Interest Rates, edited by Fabio Mercurio, Risk Books, London, 2009.

Convergence of a Discretization Scheme for Jump-Diffusion Processes with State-Dependent Intensities, (with Paul Glasserman), Proceedings of the Royal Society A, vol. 460, (2041), pp 111-127, January 2004.

Cap and Swaption Approximations in Libor Market Models with Jumps, (with Paul Glasserman), The Journal of Computational Finance, vol. 7 (1), pp 1-36, Fall 2003.

Numerical Solution of Jump-Diffusion Libor Market Models, (with Paul Glasserman), Finance and Stochastics, vol. 7 (1), pp 1-28, January 2003.

Low Dimensional Dynamics outside the Laboratory: the case of Stellar Pulsations, (with Gabriel Mindlin and Padi Boyd), Europhysics Letters, vol. 42 (1), pp. 111-127, 1998.