Pricing multi-asset barrier options. - Estevao Rosalino; Jack Baczynski; Dorival Leão (CDC, 2017)

Discrete-type approximations for non-Markovian optimal stopping problems: Part I. - Dorival Leão; Alberto Ohashi; Francesco Russo (J. Appl. Probab., 2019)

Sequential Regression Learning with Randomized Algorithms. - Dorival Leão; Reiko Aoki; Teh Led Red (CoRR, 2025)