Alexander, Carol and Rauch, Johannes (2021) A general property for time aggregation. European Journal of Operational Research, 291 (2). pp. 536-548. ISSN 0377-2217

Rauch, Johannes (2016) Discretisation-invariant swaps and higher-moment risk premia. Doctoral thesis (PhD), University of Sussex.

Rauch, Johannes, Krayzler, Mikhail, Brunner, Bernhard and Zagst, Rudi (2013) Pricing of derivatives on commodity indices. International Review of Financial Analysis, 29. pp. 143-151. ISSN 1057-5219