Books:

Stochastic Methods in Asset Prising. Cambridge, MA: MIT Press (2017).

Articles in Academic Journals:

(with Bernard Dumas) Incomplete-market equilibria solved recursively on an event tree. Journal of Finance 67:5 1897-1941 (2012).

Under the former name Ognian Enchev:

White noise indexed by loops. Annals of Probability 26:3 985-999 (1998).

(with Dan Stroock) Pinned Brownian motion and its perturbations. Advances in Mathematics 119:2 127-154 (1996).

(with Dan Stroock) Integration by parts for pinned Brownian motion. Mathematical Research Letters 2:2 161-169 (1995).

(with Dan Stroock) Towards a Riemannian geometry on the path space over a Riemannian manifold. Journal of Functional Analysis 134:2 392-496 (1995).

Problem number 10390. American Mathematical Monthly, June 1994.

Nonlinear transformations on the Wiener space. Annals of Probability 21:4 2169-2188 (1993).

(with Dan Stroock) Anticipative diffusion and related change of measures. Journal of Functional Analysis 116:2 449-477 (1993).

Pathwise nonlinear filtering on abstract Wiener spaces. Annals of Probability 21:3 1728-1754 (1993).

(with Dan Stroock) Rademacher’s theorem for Wiener functionals. Annals of Probability 21:1 25-33 (1993).

Hilbert-space-valued quasimartingales, Bolletino di Unione Matematica Italiana. 7 2-B 19-39 (1988). [related publication by Paul A. Meyer].

Integration with respect to Wick powers of Gaussian random measures. C. R. Acad. Bulgare Sci. 34:6 763-766 (1981).

(with Jordan Stoyanov) Stochastic integrals for Gaussian random functions. Stochastics (currently, Stochastics and Stochastic Reports) 3 277-289 (1980).

(with Jordan Stoyanov) Stochastic integrals for Gaussian random processes. C. R. Acad. Bulgare Sci., 32:11 1467-1470 (1979).

Articles in Proceedings volumes

Spline cubatures for expectations of diffusion processes and optimal stopping in higher dimensions (with computational finance in view). In: Mathematical Control Theory and Finance (Andrey Sarychev et al. eds.), Berlin, DE: Springer-Verlag, pp. 265-291 (2008).

Under the former name Ognian Enchev:

Stochastic calculus with anticipation and shift transformations of Wiener’s measure. In: Lecture Notes in Control and Information Sciences 176 (Boris Rozovskii and Richard Sowers eds., Proceedings of The International Conference on Stochastic Partial Differential Equations, Charlotte, NC, May 6-8, 1991), Berlin, DE: Springer-Verlag, pp. 54-61 (1992).

Doob-Meyer decomposition for processes which need not be semimartingales (L2-approach). In: Statistics and Control of Stochastic Processes (Nikolai V. Krylov et al. eds., Steklov Institute Seminar, Moscow, 1985-1986), New York, NY: Optimization Software, pp. 79-102 (1989).

Nonlinear filtering for signal correlated with noise. In: Lecture Notes in Control and Information Sciences 136 (Jerzy Zabczyk, ed., Proceedings of the 6th IFIP WG7.1 Working Conference on Stochastic Systems and Optimization, Warsaw, Sep 12-16, 1988 ), Berlin, DE: Springer-Verlag, pp. 24-46, (1989).

An estimation problem for generalized Gaussian processes. In: Lecture Notes in Control and Information Sciences 96 (Hans Jürgen Engelbert and Wolfgang Schmidt, eds., Proceedings of the IFIP-WG 7/1 Working Conference on Stochastic Differential Systems, Eisenach, GDR, Apr 6–13, 1986), Berlin, DE: Springer-Verlag, pp. 11-21, (1987).

Differential calculus for gaussian random measures. In: Nonlinear Stochastic Problems (Richard S. Bucy and José M. F. Moura eds., Proceedings of the NATO Advanced Study Institute on Nonlinear Stochastic Problems, Armação de Pêra, Algarve, Portugal, May 16-28, 1982), Dordrecht, NL: D. Reidel Publishing Company, pp. 417-424, (1983).

Spectral models of Q-spaces (an algebraic approach to probability theory) [in Bulgarian]. In: Lectures on Stochastic Problems in Modern Physics. Sofia, BG: Sofia University Press, pp. 26-41, (1983).

(with Jordan Stoyanov) Stochastic integration with respect to multiparameter Gaussian processes. in: Lecture Notes in Control and Information Sciences 36 (Miklós Arató et al., eds., Proceedings of the IFIP-WG 7/1 Working Conference on Stochastic Differential Systems, Visegrád, Hungary, Sep 15–20, 1980), Berlin, DE: Springer-Verlag, pp. 202-211, (1981).

(with Jordan Stoyanov) Construction and properties of a class of stochastic Integrals. In: Lecture Notes in Control and Information Sciences 25 (Bronius Grigelionis, ed., Proceedings of the IFIP-WG 7/1 Working Conference on Stochastic Differential Systems, Vilnius, Lithuania, Aug 28–Sep 2, 1978), Berlin, DE: Springer-Verlag, pp. 270-275 (1980).