On conservation of probability and the Feller property
 Qian, Z Annals of Probability volume 24 issue 1 280-292 (01 Jan 1996) doi:10.1214/aop/1042644717
Modeling basket credit default swaps with default contagion
 Haworth, H Reisinger, C The Journal of Credit Risk volume 3 issue 4 31-67 (2007) doi:10.21314/jcr.2007.055
Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method
 Cozma, A Mariapragassam, M Reisinger, C (21 Jan 2017) doi:10.48550/arxiv.1701.06001
Strong convergence rates for Euler approximations to a class of stochastic path-dependent volatility models
 Cozma, A Reisinger, C (22 Jun 2017) doi:10.48550/arxiv.1706.07375
Transition probability of Brownian motion in the octant and its application to default modeling
 Kaushansky, V Lipton, A Reisinger, C (31 Dec 2017) doi:10.48550/arxiv.1801.00362
Finite Difference Methods for Medium- and High-Dimensional Derivative Pricing PDEs
 Reisinger, C Wissmann, R High-Performance Computing in Finance 175-195 (21 Feb 2018) doi:10.1201/9781315372006-6
Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion
 Haworth, H Reisinger, C Shaw, W (03 Oct 2007) doi:10.48550/arxiv.0710.0753
A Penalty Method for the Numerical Solution of Hamilton-Jacobi-Bellman (HJB) Equations in Finance
 Witte, J Reisinger, C (02 Aug 2010) doi:10.48550/arxiv.1008.0401
Semi-analytical solution of a McKean-Vlasov equation with feedback through hitting a boundary
 Lipton, A Kaushansky, V Reisinger, C (15 Aug 2018) doi:10.48550/arxiv.1808.05311
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