Expository
Research
Vanyolos, Andras and Cho, Maxx and Glasgow, Scott Alan, Probability Density of the CIR Model (October 11, 2014). Available at SSRN: https://ssrn.com/abstract=2508699 or http://dx.doi.org/10.2139/ssrn.2508699
The Voice Leading Automorphism and Riemannian Operators (April 27, 2009)
Stochastic Interest Rate Distributions via Green's Functions (September 21, 2007)