Importance sampling for indicator Markov chains. - Kay Giesecke; Alexander D. Shkolnik (WSC, 2010)

Unbiased Simulation Estimators for Jump-Diffusions. - Guanting Chen 001; Alexander D. Shkolnik; Kay Giesecke (WSC, 2019)

Unbiased Simulation Estimators for Path Integrals of Diffusions. - Guanting Chen 001; Alexander D. Shkolnik; Kay Giesecke (WSC, 2020)

Reducing Bias in Event Time Simulations via Measure Changes. - Kay Giesecke; Alexander D. Shkolnik (Math. Oper. Res., 2022)

The Dispersion Bias. - Lisa R. Goldberg; Alex Papanicolaou; Alexander D. Shkolnik (SIAM J. Financial Math., 2022)

On Minimum Trace Factor Analysis - An Old Song Sung to a New Tune. - Chang Yuan Li; Alexander D. Shkolnik (CoRR, 2024)

Portfolio selection revisited. - Alexander D. Shkolnik; Alec N. Kercheval; Hubeyb Gurdogan; Lisa R. Goldberg; Haim Bar 001 (Ann. Oper. Res., 2025)