Lyasoff, A. (2022). “Another Look at the Distribution of Income and Wealth in the Macroeconomy”, SSRN

Lyasoff, A. (2019). “Bewley’s Incomplete-Market Models Revisited”,

Lyasoff, A. (2019). “General Incomplete-Market Equilibria in Continuous Time”,

Lyasoff, A. (2017). “Stochastic Methods in Asset Pricing”, MIT Press, 1

Lyasoff, A. (2016). “Another look at the integral of exponential Brownian motion and the pricing of Asian options”, Finance and Stochastics, 20 (4), 1061-1096

Lyasoff, A. (2014). “The two fundamental theorems of asset pricing for a class of continuous-time financial markets”, Mathematical Finance, 24 (3), 485-504

Dumas, B., Lyasoff, A. (2012). “Incomplete-Market Equilibria Solved Recursively on an Event Tree”, Journal of Finance, 67 (5), 1897-1941

Shiryaev, A. (2012). “Problems in Probability”,

Lyasoff, A. (2008). “Dynamic Integration of Interpolating Functions and Some Concrete Optimal Stopping Problems”, The Mathematica Journal, 10 (4)

Lyasoff, A. (2008). “Spline Cubatures for Expectations of Diffusion Processes and Optimal Stopping in Higher Dimensions (with Computational Finance in View)”, Mathematical Control Theory and Finance 265-291