Maximum entropy distributions inferred from option portfolios on an asset. - Cassio Neri; Lorenz Schneider (Finance Stochastics, 2012)

The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data. - Cassio Neri; Lorenz Schneider (Entropy, 2014)

A loopless and branchless $O(1)$ algorithm to generate the next Dyck word. - Cassio Neri (CoRR, 2016)

Euclidean Affine Functions and Applications to Calendar Algorithms. - Cassio Neri; Lorenz Schneider (CoRR, 2021)

Shorter and faster than Sort3AlphaDev. - Cassio Neri (CoRR, 2023)

Euclidean affine functions and their application to calendar algorithms. - Cassio Neri; Lorenz Schneider (Softw. Pract. Exp., 2023)