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,

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

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,

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

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

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