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	1	Ambit Stochastics Barndorff-Nielsen, Ole E.. - Cham : Springer International Publishing, 2018, 1st edition 2018
	2	Information and Exponential Families in Statistical Theory Barndorff-Nielsen, Ole E.. - New York, NY : John Wiley & Sons, 2014, 2., Auflage
	3	Recent progress in theory and applications Berlin : Springer, 2010
	4	Quantum independent increment processes / 2. Structure of quantum Lévy processes, classical probability, and physics 2006
	5	Quantum independent increment processes / 2. Structure of quantum Lévy processes, classical probability, and physics 2006
	6	A central limit theorem for realised power and bipower variations of continuous semimartingales Barndorff-Nielsen, Ole E.. - Dortmund : Universitätsbibliothek Dortmund, 2004
	7	Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy-Processes Barndorff-Nielsen, Ole E., 2004
	8	Some aspects of Lévy copulas Barndorff-Nielsen, Ole E., 2004
	9	Lévy processes Boston : Birkhäuser, 2001
	10	Apparent scaling Enthalten in Finance and stochastics Bd. 5, Nr. 1, date:01.2001: 103-113