Monte Carlo for Estimating Exponential Convolution. - Ilya B. Gertsbakh; Eyal Neuman; Radislav Vaisman (Commun. Stat. Simul. Comput., 2015)

Optimal portfolio liquidation in target zone models and catalytic superprocesses. - Eyal Neuman; Alexander Schied (Finance Stochastics, 2016)

Incorporating signals into optimal trading. - Charles-Albert Lehalle; Eyal Neuman (Finance Stochastics, 2019)

A central bank strategy for defending a currency peg. - Eyal Neuman; Alexander Schied; Chengguo Weng; Xiaole Xue (Syst. Control. Lett., 2020)

Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact. - Eyal Neuman; Moritz Voß (SIAM J. Financial Math., 2022)

Statistical Learning with Sublinear Regret of Propagator Models. - Eyal Neuman; Yufei Zhang (CoRR, 2023)