1. Azmoodeh, E., Mishura, Y., Valkeila, E. (2009). On hedging European options in geometric fractional Brownian motion market model, Statistics & Decisions, Vol. 27, 129-143.
2. Azmoodeh, E., Tikanmäki, H., Valkeila, E. (2010). When does fractional Brownian motion not behave as a continuous function with bounded variation?, Statistics & Probability Letters, Vol 80, Issues 19-20, 1543-1550.
3. Azmoodeh, E., Valkeila, E. (2013). Spectral characterization for the quadratic variation of mixed Brownian fractional Brownian motion, Stat. Inference Stoch. Process. 16, no. 2, 97-112.
4. Azmoodeh, E. (2013). On the fractional Black-Scholes market with transaction costs. Communications in Mathematical Finance, Vol. 2, no.3, 21-40.
5. Azmoodeh, E., Viitasaari, L. (2013). Rate of convergence and discretization of stochastic integrals with respect to fractional Brownian motion. Journal of Theoretical Probability. DOI: 10.1007/s10959-013-0495-y.
6. Azmoodeh, E., Morlanes, I. (2013). Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the Second Kind. Statistics: A Journal of Theoretical and Applied Statistics. DOI: 10.1080/02331888.2013.863888.
7. Azmoodeh, E., Campese, S., Poly, G. (2014). Fourth Moment Theorems for Markov Diffusion Generators. Journal of Functional Analysis, Vol. 266, no. 4, 2341–2359.
8. Azmoodeh, E., Sottinen, T., Viitasaari, L., Yazigi, A. (2014). Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes. Statistics & Probability Letters, Vol 94, 230-235.
9. Azmoodeh, E., Viitasaari, L. (2014). Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind. To appear in: Stat. Inference Stoch. Process. Arxiv
10. Azmoodeh, E., Malicet, D., Mijoule, G., Poly, G. (2014). Generalization of the Nualart-Peccati criterion. To appear in: The Annals of Probability. Arxiv
11. Azmoodeh, E., Peccati, G., Poly, G. (2014). The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds. Arxiv
12. Azmoodeh, E., Viitasaari, L. (2014). A general approach to small deviation via concentration of measures. Arxiv
13. Azmoodeh, E., Peccati, G., Poly, G. (2014). Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach. To appear in: Séminaire de Probabilités (Special volume in memory of Marc Yor) Arxiv
14. Azmoodeh, E., Sottinen, T., Viitasaari, L. (2014). Asymptotic normality of randomized periodogram for estimating quadratic variation. To appear in: Modern Stochastics: Theory and Applications. Arxiv
15. Azmoodeh, E., Peccati, G. (2015). Optimal Berry-Esseen bounds on the Poisson space. Arxiv
PhD Thesis (Aalto University, 2010): Riemann-Stieltjes Integrals with Respect to Fractional Brownian Motion and Applications.
Master Thesis (Sharif University of Technology, 2005): Stochastic Calculus with Respect to Fractional Brownian Motion and its Application in Mathematical Finance.