A reduced form model for ESO valuation. - Alexander Szimayer (Math. Methods Oper. Res., 2004)

Valuation of American options in the presence of event risk. - Alexander Szimayer (Finance Stochastics, 2005)

Own-company stockholding and work effort preferences of an unconstrained executive. - Sascha Desmettre; John Gould; Alexander Szimayer (Math. Methods Oper. Res., 2010)

Work effort, consumption, and portfolio selection: when the occupational choice matters. - Sascha Desmettre; Alexander Szimayer (Math. Methods Oper. Res., 2011)

The Information Value of Distress. - Christian Hilpert; Stefan Hirth; Alexander Szimayer (Manag. Sci., 2024)