13) (with Svante Janson) Volatility time and properties of option prices. Ann. Appl. Probab. 13 (2003), 890-913.  pdf

14) (with Erik Ekström) Options written on stocks with known dividends. Int. J. Theor. Appl. Finance 7 (7) (2004), 901-907 pdf

15) (with Svante Janson) Preservation of convexity of solutions to parabolic equations. J. Diff. Eqs. 206 (2004), 182-226. pdf

16) (with Erik Ekström and Svante Janson) Superreplication of options on several underlying assets J. Appl. Probab. 42 (1) (2005), 27-38. pdf

17) (with Svante Janson) Feynman-Kac formulas for Black-Scholes type operators. Bull. London Math. Soc. 38 (2006), 269-282. pdf

18) (with Erik Ekström) The American put is log-concave in the log-price. J. Math. Anal. Appl. 314 (2) (2006), 710-723. pdf

19) (with Erik Ekström) A boundary point lemma for Black-Scholes type operators. Commun. Pur. Appl. Anal. 5 (3) (2006), 505-514. pdf

20) (with Erik Ekström) Convexity preserving jump diffusion models for option pricing. J. Math. Anal. Appl. 330 (1) (2007), 715-728. pdf

21) (with Per Lötstedt, Jonas Persson and Lina von Sydow) Space-time adaptive finite difference method for European multi-asset options.
Comput. Math. Appl. 53 (8) (2007), 1159-1180. pdf

22) (with Erik Ekström) Properties of option prices in models with jumps. Math. Finance 17 (3) (2007), 381-397.

23) (with Erik Ekström) Convexity theory for the term structure equation. Finance Stoch. 12 (2008), 117-147.

24) (with Erik Ekström and Per Lötstedt) Boundary values and finite difference methods for the single factor term structure equation. Appl. Math. Finance 16 (3) (2009), 253-259.

25) (with Erik Ekström) Bubbles, convexity and the Black-Scholes equation.
Ann. Appl. Probab. 19 (2009), 1369-1384.  pdf

26) (with Erik Ekström, Carl Lindberg and Henrik Wanntorp) Optimal liquidation of a call spread. J. Appl. Probab. 47 (2010), 586-593. pdf

27) (with Erik Ekström) The Black-Scholes equation in stochastic volatility models. J. Math. Anal. Appl. 368 (2010), 498-507.

28) (with Erik Ekström) Boundary conditions for the single-factor term structure equation. Ann. Appl. Probab. 21 (2011), 332-350.  pdf

29) (with Erik Ekström, Per Lötstedt and Lina von Sydow) Numerical option pricing in the presence of bubbles. Quant. Finance. 11 (8)(2011),1125-1128.pdf

30) (with Erik Ekström and Carl Lindberg) Optimal liquidation of a pairs trade. Advanced Mathematical Methods in Finance, Di Nunno,Öksendal (eds.), 247-255, Springer-Verlag 2011.

31) (with Erik Ekström) Comparison of two methods for superreplication. To appear in Applied Mathematical Finance.   pdf

32) (with Erik Ekström, David Hobson and Svante Janson). Can time-homogeneous diffusions produce any distribution? To appear in Probability Theory and Related Fields.   pdf

33) (with Erik Ekström) Dupire's equation for bubbles. To appear in International Journal of Theoretical and Applied Finance.   pdf

34) (with Erik Ekström) Boundary behaviour of densities for non-negative diffusions.

For a list of all publications see CV .