- Stable Paretian Models in Finance (Financial Economics and Quantitative Analysis Series)
- Mass Transportation Problems: Volume I: Theory (Probability and its Applications)
- Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing
- Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)
- Mass Transportation Problems: Volume II: Applications (Probability and its Applications)