| Short sums with a noninteger power of a natural number PZ Rakhmonov Mathematical Notes 95, 697-707, 2014 | 4 | 2014 |
| Robust Log-normal Stochastic Volatility for Interest Rate Dynamics A Sepp, P Rakhmonov Risk Magazine, September, 1-6, 2023 | 3* | 2023 |
| Log-normal Stochastic Volatility Model with Quadratic Drift: Applications to Assets with Positive Return-Volatility Correlation and to Inverse Martingale Measures A Sepp, P Rakhmonov Available at SSRN 2522425, 2022 | 3 | 2022 |
| Short exponential sums with a non-integer power of a natural number PZ Rakhmonov Moscow University Mathematics Bulletin 1 (68), 65-68, 2013 | 3 | 2013 |
| Conditional Monte Carlo scheme for stable Greeks of worst-of autocallable notes F Rakhmonov, P Rakhmonov International Journal of Theoretical and Applied Finance 22 (06), 1950028, 2019 | 1 | 2019 |
| CMS spread options in quadratic Gaussian model P Rakhmonov, F Rakhmonov Review of Derivatives Research 25 (3), 283-291, 2022 | | 2022 |
| The generalized Estermann ternary problem for noninteger powers with almost equal summands PZ Rakhmonov Mathematical Notes 100, 438-447, 2016 | | 2016 |
