Osadchiy, Maksim and Sidorov, Alexander (2019): Bubble Bank.
Osadchiy, Maksim and Sidorov, Alexander (2019): Do banks need a supervisor?
Osadchiy, Maksim and Sidorov, Alexander (2020): From Default Distribution to Loss Distribution: Vasicek Mertonization.
Osadchiy, Maksim (2021): Vasicek Model Extension. Premature default.
Osadchiy, Maksim (2022): One-factor model of liquidity risk.
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