J Barr & O Peralta. The splitting theorem for telegraph processes and its Brownian limit.
M Bladt, A Minca & O Peralta. Approximations of semi-Markov processes with applications to insurance mathematics.
T Broadbridge & O Peralta. Matrix descriptors of the two-island model in population genetics.
J Tonkin, GT Nguyen & O Peralta. Pricing barrier options driven by meromorphic Lévy processes.
A Black, M Fairbrother & O Peralta. Efficient estimation of epidemic final size probabilities.
W Allan, GT Nguyen & O Peralta. Strong solutions and simulation techniques for Lévy-driven stochastic differential equations with past-dependent switching.
Most of my published work and preprints can be found through my Google Scholar.