Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes. - Elliot Cartee; Antonio Farah; April Nellis; Jacob Van Hook; Alexander Vladimirsky (SIAM/ASA J. Uncertain. Quantification, 2023)

A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets. - Erhan Bayraktar; Asaf Cohen 003; April Nellis (SIAM J. Financial Math., 2023)