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A general framework for pricing Asian options under stochastic volatility on parallel architectures., , , and . Eur. J. Oper. Res., 272 (3): 1082-1095 (2019)Robust Classification via Support Vector Machines., , , , and . CoRR, (2021)Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions., , , and . Oper. Res., 70 (4): 1984-1995 (2022)Communication and personal selection of pension saver's financial risk., , , and . Eur. J. Oper. Res., 274 (3): 1102-1111 (2019)General lattice methods for arithmetic Asian options., , and . Eur. J. Oper. Res., 282 (3): 1185-1199 (2020)General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options., and . Math. Oper. Res., 41 (2): 531-559 (2016)On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging., , , and . Eur. J. Oper. Res., 307 (2): 948-962 (June 2023)Forecasting benchmarks of long-term stock returns via machine learning., , , and . Ann. Oper. Res., 297 (1): 221-240 (2021)Preface: application of operations research to financial markets., , , and . Ann. Oper. Res., 282 (1-2): 1-2 (2019)Enhancing C/C++ based OSS development and discoverability with CBRJS: A Rust/Node.js/WebAssembly framework for repackaging legacy codebases., , and . J. Syst. Softw., (2019)