Publicaciones

Learning and Pricing with Models that Do Not Explicitly Incorporate Competition., Operations Research, 63, 86-103

Stochastic Constraints and Variance Reduction Techniques, Handbook of Simulation Optimization, Michael Fu (ed.), Springer,

The optimal harvesting problem under price uncertainty., Annals of Operations Research, 217,

Credit-Risk Assessment of Fixed Income Portfolios Using Explicit Expressions., Finance Research Letters, 11,

Demistifying credit risk derivatives and securitization: introducing the basic ideas to undergraduates., Journal of Derivatives, 22,

Using diversification, communication and parallelism to solve mixed-integer linear programs, Operations Research Letters, 186-189, 42

Stochastically weighted stochastic dominance concepts with an application in capital budgeting., European Journal of Operational Research, 232,

Monte Carlo sampling-based methods for stochastic optimization., Surveys in Operations Research and Management Science, 56-85, 19

Direct optimization of an open cut scheduling policy., Proceedings of APCOM (Porto Alegre, Brasil, 4-8 nov 2013), ,