| Publication | Date of Publication | Type |
|---|
Risk management for sustainable sovereign debt financing
Operations Research | 2021-07-29 | Paper |
A parsimonious model for generating arbitrage-free scenario trees
Quantitative Finance | 2021-07-16 | Paper |
Pricing reinsurance contracts
International Series in Operations Research & Management Science | 2019-01-25 | Paper |
Pricing sovereign contingent convertible debt
International Journal of Theoretical and Applied Finance | 2019-01-10 | Paper |
Portfolio diversification in the sovereign credit swap markets
Annals of Operations Research | 2018-11-12 | Paper |
Pricing and hedging GDP-linked bonds in incomplete markets
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling
Optimization and Engineering | 2017-09-08 | Paper |
Designing and pricing guarantee options in defined contribution pension plans
Insurance Mathematics & Economics | 2015-12-14 | Paper |
A stochastic programming model for the optimal issuance of government bonds
Annals of Operations Research | 2013-01-15 | Paper |
| Practical financial optimization. A library of GAMS models | 2011-04-12 | Paper |
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders
Journal of Economic Dynamics and Control | 2009-05-18 | Paper |
Evaluation of insurance products with guarantee in incomplete markets
Insurance Mathematics & Economics | 2008-08-22 | Paper |
Scenario optimization asset and liability modelling for individual investors
Annals of Operations Research | 2008-03-31 | Paper |
Asset and liability modelling for participating policies with guarantees
European Journal of Operational Research | 2007-11-23 | Paper |
| scientific article; zbMATH DE number 5005869 (Why is no real title available?) | 2006-02-13 | Paper |
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices
Quantitative Finance | 2005-10-17 | Paper |
Integrated simulation and optimization models for tracking international fixed income indices
Mathematical Programming. Series A. Series B | 2003-07-06 | Paper |
| scientific article; zbMATH DE number 1836446 (Why is no real title available?) | 2002-11-27 | Paper |
| scientific article; zbMATH DE number 1444525 (Why is no real title available?) | 2000-06-22 | Paper |
Scenario modeling for the management of international bond portfolios
Annals of Operations Research | 1999-05-27 | Paper |
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models
Operations Research | 1999-01-01 | Paper |
A model for designing callable bonds and its solution using tabu search
Journal of Economic Dynamics and Control | 1998-07-22 | Paper |
How to control stock markets
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1995-08-17 | Paper |
