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Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? SIAM J. Financial Math. 10(3): 815-856 (2019) - Ailing Zeng, Jungong Xue:
Multilevel Monte Carlo Method for Path-Dependent Barrier Interest Rate Derivatives. SIAM J. Financial Math. 10(1): 214-242 (2019)