The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion. - Adam Metzler (J. Appl. Probab., 2013)

Rare event simulation for diffusion processes via two-stage importance sampling. - Adam Metzler; Alexandre Scott (Monte Carlo Methods Appl., 2014)

Enhancing an existing algorithm for small-cardinality constrained portfolio optimisation. - Nathan Phelps; Adam Metzler (J. Oper. Res. Soc., 2024)